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"Some Non-monotone Schemes for Time Dependent Hamilton-Jacobi-Bellman ..."

Xavier Warin (2016)

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DOI: 10.1007/S10915-015-0057-9

access: closed

type: Journal Article

metadata version: 2017-05-18

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Xavier Warin:
Some Non-monotone Schemes for Time Dependent Hamilton-Jacobi-Bellman Equations in Stochastic Control. J. Sci. Comput. 66(3): 1122-1147 (2016)

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