Solving Hamilton-Jacobi-Bellman equations by a modified method of characteristics
Nonlinear Analysis: Theory, Methods & Applications - Lakshmikantham's Legacy: A tribute on his 75th birthday
Numerical Solution of Hamilton-Jacobi-Bellman Equations by an Upwind Finite Volume Method
Journal of Global Optimization
An iterative algorithm for a quasivariational inequality system related to HJB equation
Journal of Computational and Applied Mathematics
Approximation of optimal feedback control: a dynamic programming approach
Journal of Global Optimization
Optimal portfolios with regime switching and value-at-risk constraint
Automatica (Journal of IFAC)
Semismooth Newton and Newton iterative methods for HJB equation
Journal of Computational and Applied Mathematics
A radial basis collocation method for Hamilton-Jacobi-Bellman equations
Automatica (Journal of IFAC)
An adaptive least-squares collocation radial basis function method for the HJB equation
Journal of Global Optimization
An adaptive domain decomposition method for the Hamilton---Jacobi---Bellman equation
Journal of Global Optimization
Hi-index | 0.01 |