A New Convergent Explicit Tree-Grid Method for HJB Equations in One Space Dimension

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Published inNumerical Mathematics: Theory, Methods and Applications Vol. 11; no. 1; pp. 1 - 29
Main Authors Matthias Ehrhardt, Matthias Ehrhardt, Michael Günther, Michael Günther, Igor Kossaczký, Igor Kossaczký
Format Journal Article
LanguageEnglish
Published 2018
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Author Igor Kossaczký, Igor Kossaczký
Matthias Ehrhardt, Matthias Ehrhardt
Michael Günther, Michael Günther
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Title A New Convergent Explicit Tree-Grid Method for HJB Equations in One Space Dimension
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