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- W561580712 abstract "We study semi Lagrangian schemes for solving parabolic HJB equations. Efficient implementations using implicit time discretizations are presented. Iteration methods for solving linear systems and dealing with the non linearity are presented. Stability and convergence analysis is performed for both smooth and non smooth solutions. The schemes are extensively numerically tested in the linear and non linear cases." @default.
- W561580712 created "2016-06-24" @default.
- W561580712 creator A5031721505 @default.
- W561580712 date "2009-01-01" @default.
- W561580712 modified "2023-09-24" @default.
- W561580712 title "Semi Lagrangian Schemes for Parabolic HJB Equations" @default.
- W561580712 hasPublicationYear "2009" @default.
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