"Penalty Methods for the Solution of Discrete HJB Equations - Continuous ..."

Jan Hendrik Witte, Christoph Reisinger (2012)

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DOI: 10.1137/110835840

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type: Journal Article

metadata version: 2020-05-11

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Jan Hendrik Witte, Christoph Reisinger:
Penalty Methods for the Solution of Discrete HJB Equations - Continuous Control and Obstacle Problems. SIAM J. Numer. Anal. 50(2): 595-625 (2012)

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