A semi-Lagrangian scheme for Hamilton–Jacobi–Bellman equations with oblique derivatives boundary conditions
Crossref DOI link: https://doi.org/10.1007/s00211-022-01336-6
Published Online: 2022-12-24
Published Print: 2023-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Calzola, Elisa
Carlini, Elisabetta
Dupuis, Xavier
Silva, Francisco J.
Text and Data Mining valid from 2022-12-24
Version of Record valid from 2022-12-24
Article History
Received: 6 July 2021
Revised: 25 May 2022
Accepted: 25 November 2022
First Online: 24 December 2022