An upwind finite-difference method for the approximation of viscosity solutions to Hamilton-Jacobi-Bellman equations

By S. Wang, F. Gao, Kok Lay Teo. 2000

63 citations recorded by the source corpus.

Subfields: Computational Mechanics, Numerical Analysis, Statistical and Nonlinear Physics

View Paper: https://www.semanticscholar.org/paper/844ee1e48939cf30a3e252c6b7ad2f4cab73d1ab