"Convergence of Implicit Schemes for Hamilton-Jacobi-Bellman ..."

Parsiad Azimzadeh, Erhan Bayraktar, George Labahn (2018)

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DOI: 10.1137/18M1171965

access: closed

type: Journal Article

metadata version: 2020-07-09

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Parsiad Azimzadeh, Erhan Bayraktar, George Labahn:
Convergence of Implicit Schemes for Hamilton-Jacobi-Bellman Quasi-Variational Inequalities. SIAM J. Control. Optim. 56(6): 3994-4016 (2018)

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