منابع مشابه
Duality in linear interval equations
In this paper we nd solution of linear interval equation in dual form based on the generalizedprocedure of interval extension which is called interval extended zero method.Moreover, proposed method has signicant advantage, is that it substantially decreasesthe excess width eect.
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This work treats Hamilton-Jacobi-Bellman equations. Their relation to several problems in mathematics is presented and an introduction to viscosity solutions is given. The work of several research articles is reviewed, including the Barles-Souganidis convergence argument and the inaugural papers on mean-field games. Original research on numerical methods for Hamilton-Jacobi-Bellman equations is...
متن کاملduality in linear interval equations
in this paper we nd solution of linear interval equation in dual form based on the generalizedprocedure of interval extension which is called interval extended zero method.moreover, proposed method has signi cant advantage, is that it substantially decreasesthe excess width e ect.
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متن کاملOn Hamilton–Jacobi–Bellman equations with convex gradient constraints
We study PDE of the form maxfF.D2u; x/ ! f .x/;H.Du/g D 0 where F is uniformly elliptic and convex in its first argument, H is convex, f is a given function and u is the unknown. These equations are derived from dynamic programming in a wide class of stochastic singular control problems. In particular, examples of these equations arise in mathematical finance models involving transaction costs,...
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ژورنال
عنوان ژورنال: Journal of Mathematical Analysis and Applications
سال: 1986
ISSN: 0022-247X
DOI: 10.1016/0022-247x(86)90155-1