Dumitrescu, Roxana; Reisinger, Christoph; Zhang, Yufei Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps. (English) Zbl 1514.65102 Appl. Math. Optim. 83, No. 3, 1387-1429 (2021). MSC: 65M06 65M12 65Y05 62L15 60J74 93E20 93B52 91G80 35A23 35A15 35D40 PDFBibTeX XMLCite \textit{R. Dumitrescu} et al., Appl. Math. Optim. 83, No. 3, 1387--1429 (2021; Zbl 1514.65102) Full Text: DOI arXiv
Liu, Hailiang; Qian, Linrui Alternating evolution methods for static Hamilton-Jacobi equations. (English) Zbl 1448.65193 J. Comput. Appl. Math. 351, 270-289 (2019). MSC: 65N06 65N12 65N99 35F21 70H20 35D40 PDFBibTeX XMLCite \textit{H. Liu} and \textit{L. Qian}, J. Comput. Appl. Math. 351, 270--289 (2019; Zbl 1448.65193) Full Text: DOI
Reisinger, C.; Forsyth, P. A. Piecewise constant policy approximations to Hamilton-Jacobi-Bellman equations. (English) Zbl 1382.65256 Appl. Numer. Math. 103, 27-47 (2016). MSC: 65M06 49L20 49M25 PDFBibTeX XMLCite \textit{C. Reisinger} and \textit{P. A. Forsyth}, Appl. Numer. Math. 103, 27--47 (2016; Zbl 1382.65256) Full Text: DOI arXiv
Debrabant, Kristian; Jakobsen, Espen R. Semi-Lagrangian schemes for linear and fully non-linear diffusion equations. (English) Zbl 1276.65050 Math. Comput. 82, No. 283, 1433-1462 (2013). Reviewer: K. N. Shukla (Gurgaon) MSC: 65M06 65M12 65M15 35F21 35K65 49L25 PDFBibTeX XMLCite \textit{K. Debrabant} and \textit{E. R. Jakobsen}, Math. Comput. 82, No. 283, 1433--1462 (2013; Zbl 1276.65050) Full Text: DOI arXiv