Grüne, Lars; Semmler, Willi Using dynamic programming with adaptive grid scheme for optimal control problems in economics. (English) Zbl 1202.49026 J. Econ. Dyn. Control 28, No. 12, 2427-2456 (2004). MSC: 49L20 49N90 91B55 49M25 90C39 PDF BibTeX XML Cite \textit{L. Grüne} and \textit{W. Semmler}, J. Econ. Dyn. Control 28, No. 12, 2427--2456 (2004; Zbl 1202.49026) Full Text: DOI
Grüne, Lars Error estimation and adaptive discretization for the discrete stochastic Hamilton-Jacobi-Bellman equation. (English) Zbl 1074.65009 Numer. Math. 99, No. 1, 85-112 (2004). Reviewer: Viorel Arnăutu (Iaşi) MSC: 65C30 60H15 60H35 49J55 65K10 49M25 65N15 49L20 PDF BibTeX XML Cite \textit{L. Grüne}, Numer. Math. 99, No. 1, 85--112 (2004; Zbl 1074.65009) Full Text: DOI