OpenAlex | Second-Order Hamilton–Jacobi PDE Problems and Certain Related First-Order Problems, Part 1: Approximation

Second-Order Hamilton–Jacobi PDE Problems and Certain Related First-Order Problems, Part 1: Approximation

Work

Year: 2023

Type: article

Source: SIAM Journal on Control and Optimization

Authors William M. McEneaney, Peter M. Dower, Tao Wang

Institution University of California, San Diego

Cites: 23

Cited by: 1

Related to: 10

FWCI: 0.491

Citation percentile (by year/subfield): 57.88

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders National Science Foundation, Air Force Office of Scientific Research, Air Force Office of Scientific Research

Grant IDS DMS-1908918, FA2386-16-1-4066, FA9550-18-1-0268