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"A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with ..."

Elisa Calzola et al. (2023)

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DOI: 10.1007/S00211-022-01336-6

access: closed

type: Journal Article

metadata version: 2023-01-16

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Elisa Calzola, Elisabetta Carlini, Xavier Dupuis, Francisco J. Silva:
A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique derivatives boundary conditions. Numerische Mathematik 153(1): 49-84 (2023)

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