An adaptive least-squares collocation radial basis function method for the HJB equation
Year of publication: |
2012
|
---|---|
Authors: | Alwardi, H. ; Wang, S. ; Jennings, L. ; Richardson, S. |
Published in: |
Journal of Global Optimization. - Springer. - Vol. 52.2012, 2, p. 305-322
|
Publisher: |
Springer |
Subject: | HJB equation | Optimal feedback control | Radial basis functions | Adaptive method |
-
An adaptive domain decomposition method for the Hamilton–Jacobi–Bellman equation
Alwardi, H., (2013)
-
Model Problem in a Line with Two Pursuers and One Evader
Ganebny, Sergey, (2012)
-
A numerical method for pricing European options with proportional transaction costs
Li, Wen, (2014)
- More ...
-
An adaptive domain decomposition method for the Hamilton–Jacobi–Bellman equation
Alwardi, H., (2013)
-
An adaptive least-squares collocation radial basis function method for the HJB equation
Alwardi, H., (2012)
-
An adaptive domain decomposition method for the Hamilton–Jacobi–Bellman equation
Alwardi, H., (2013)
- More ...