42 search results - page 1 / 9 » Weak Dynamic Programming Principle for Viscosity Solutions |
SIAMCO
2011
13 years 9 months ago
2011
Abstract. We prove a weak version of the dynamic programming principle for standard stochastic control problems and mixed control-stopping problems, which avoids the technical di�...
MOC
2010
14 years 26 days ago
2010
Abstract. We propose a convergent implicit stabilized finite element discretization of the nonstationary incompressible magnetohydrodynamics equations with variable density, viscos...
AUIC
2000
IEEE
14 years 10 months ago
2000
IEEE
Electronic Blocks are a new programming interface, designed for children aged between three and eight years. The Electronic Blocks programming environment includes sensor blocks, ...
CCE
2004
14 years 6 months ago
2004
Optimal control problems involve the difficult task of determining time-varying profiles through dynamic optimization. Such problems become even more complex in practical situatio...
FS
2010
14 years 4 months ago
2010
Following the framework of C¸etin, Jarrow and Protter [4] we study the problem of super-replication in presence of liquidity costs under additional restrictions on the gamma of th...