Zobrazeno 1 - 6
of 6
pro vyhledávání: '"Maroso, Stefania"'
Publikováno v:
SIAM Journal on Numerical Analysis, 2009 Jan 01. 47(3), 2289-2320.
Externí odkaz:
https://www.jstor.org/stable/27862731
Publikováno v:
SIAM Journal on Numerical Analysis, 2009 Jan 01. 47(4), 3001-3026.
Externí odkaz:
https://www.jstor.org/stable/27862763
Autor:
Bonnans, Frederic1 Frederic.Bonnas@inria.fr, Maroso, Stefania maroso@cmapx.polytechnique.fr, Zidani, Housnaa Hasnaa.Zidani@ensta.fr
Publikováno v:
Applied Mathematics & Optimization. May2007, Vol. 55 Issue 3, p327-357. 31p.
Publikováno v:
[Research Report] RR-5606, INRIA. 2005, pp.31
We obtain error bounds for monotone approximation schemes of a stochastic impulse control problem. This is an extension of the theory for error estimates for the Hamilton-Jacobi-Bellman equation. For obtaining these bounds we build a sequence of stoc
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::59771e5c5b8520148a322e6716523de5
https://hal.inria.fr/inria-00070401/document
https://hal.inria.fr/inria-00070401/document
Publikováno v:
[Research Report] RR-5441, INRIA. 2004, pp.28
We obtain error bounds for monotone approximation schemes of a particular Isaacs equation. This is an extension of the theory for estimating errors for the Hamilton-Jacobi-Bellman equation. For obtaining upper error bound, we consider the ``Krylov re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::0a7ccacb9cf897113eb3e8dc8fed8880
https://hal.inria.fr/inria-00070566/file/RR-5441.pdf
https://hal.inria.fr/inria-00070566/file/RR-5441.pdf
Publikováno v:
IMA Journal of Numerical Analysis; Jan2006, Vol. 26 Issue 1, p188-212, 25p