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Xu, Hong-Ru; Xie, Shui-Lian A semismooth Newton method for a kind of HJB equation. (English) Zbl 1375.49041 Comput. Math. Appl. 73, No. 12, 2581-2586 (2017). MSC: 49M15 49L20 PDFBibTeX XMLCite \textit{H.-R. Xu} and \textit{S.-L. Xie}, Comput. Math. Appl. 73, No. 12, 2581--2586 (2017; Zbl 1375.49041) Full Text: DOI
Banisch, Ralf; Hartmann, Carsten A sparse Markov chain approximation of LQ-type stochastic control problems. (English) Zbl 1350.49031 Math. Control Relat. Fields 6, No. 3, 363-389 (2016); Addendum 7, No. 4, 623 (2017). MSC: 49M25 49J55 93E20 49L20 60J10 90C40 90C39 65N30 PDFBibTeX XMLCite \textit{R. Banisch} and \textit{C. Hartmann}, Math. Control Relat. Fields 6, No. 3, 363--389 (2016; Zbl 1350.49031) Full Text: DOI DOI
Festa, Adriano Reconstruction of independent sub-domains for a class of Hamilton-Jacobi equations and application to parallel computing. (English) Zbl 1347.49044 ESAIM, Math. Model. Numer. Anal. 50, No. 4, 1223-1240 (2016). MSC: 49L99 49L25 49M27 65N55 PDFBibTeX XMLCite \textit{A. Festa}, ESAIM, Math. Model. Numer. Anal. 50, No. 4, 1223--1240 (2016; Zbl 1347.49044) Full Text: DOI arXiv
Zeng, Jinping; Sun, Zhe; Xu, Hongru Semismooth Newton and Newton iterative methods for HJB equation. (English) Zbl 1222.65057 J. Comput. Appl. Math. 235, No. 13, 3859-3869 (2011). Reviewer: Hussain A. El-Saify (Beni Suef) MSC: 65K10 35F21 49J20 49M15 PDFBibTeX XMLCite \textit{J. Zeng} et al., J. Comput. Appl. Math. 235, No. 13, 3859--3869 (2011; Zbl 1222.65057) Full Text: DOI
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Chen, Guang-hua; Chen, Guang-ming; Dai, Zhi-hua Modified domain decomposition method for Hamilton-Jacobi-Bellman equations. (English) Zbl 1209.65131 Appl. Math. Mech., Engl. Ed. 31, No. 12, 1585-1592 (2010). Reviewer: Gisbert Stoyan (Budapest) MSC: 65N55 65Y05 35F21 65K15 65H10 65N12 PDFBibTeX XMLCite \textit{G.-h. Chen} et al., Appl. Math. Mech., Engl. Ed. 31, No. 12, 1585--1592 (2010; Zbl 1209.65131) Full Text: DOI
Yan, Wei; Li, Shurong Numerical solution of continuous-time mean-variance portfolio selection with nonlinear constraints. (English) Zbl 1193.91145 Int. J. Control 83, No. 3, 642-650 (2010). MSC: 91G10 91G60 91G80 PDFBibTeX XMLCite \textit{W. Yan} and \textit{S. Li}, Int. J. Control 83, No. 3, 642--650 (2010; Zbl 1193.91145) Full Text: DOI
Yan, Wei; Li, Shurong A class of portfolio selection with a four-factor futures price model. (English) Zbl 1170.91402 Ann. Oper. Res. 164, 139-165 (2008). MSC: 91G10 PDFBibTeX XMLCite \textit{W. Yan} and \textit{S. Li}, Ann. Oper. Res. 164, 139--165 (2008; Zbl 1170.91402) Full Text: DOI
Zhou, Shuzi; Zou, Zhanyong A new iterative method for discrete HJB equations. (English) Zbl 1157.65045 Numer. Math. 111, No. 1, 159-167 (2008). Reviewer: Jan Lovíšek (Bratislava) MSC: 65K10 49J20 49M27 PDFBibTeX XMLCite \textit{S. Zhou} and \textit{Z. Zou}, Numer. Math. 111, No. 1, 159--167 (2008; Zbl 1157.65045) Full Text: DOI
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