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Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities

Azimzadeh, Parsiad et al.
arXiv (All) · Papers · License: Open Access
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65m0665m12analysisofpdesnumericalanalysis
numerical analysis, analysis of pdes, 49l25, 49n25, 65m06, 65m12, 93e20
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