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A power penalty method for discrete HJB equations

Crossref DOI link: https://doi.org/10.1007/s11590-019-01517-7

Published Online: 2020-01-01

Published Print: 2020-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Zhang, Kai https://orcid.org/0000-0003-2475-4045
Yang, Xiaoqi
Funding

Funding for this research was provided by:

National Natural Science Foundation of China (11871347)
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Text and Data Mining valid from 2020-01-01

Version of Record valid from 2020-01-01
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Article History

Received: 16 August 2019

Accepted: 3 December 2019

First Online: 1 January 2020