“…Semi-Lagrangian schemes have been widely applied to degenerate elliptic/parabolic equations arising in stochastic control and related problems [69][70].…”
Section: Numerical Scheme For the Hjb Equationmentioning
“…Semi-Lagrangian schemes have been widely applied to degenerate elliptic/parabolic equations arising in stochastic control and related problems [69][70].…”
Section: Numerical Scheme For the Hjb Equationmentioning
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