Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

This article has been cited by the following article(s):

OptimalL∞-Error Estimate of a Finite Element Method for Hamilton–Jacobi–Bellman Equations

M. Boulbrachene and P. Cortey Dumont
Numerical Functional Analysis and Optimization 30 (5-6) 421 (2009)
DOI: 10.1080/01630560902987683
See this article

Numerical solution of a free boundary problem associated to investments with instantaneous irreversible environmental effects

A. Acción, I. Arregui and C. Vázquez
Applied Mathematics and Computation 215 (9) 3461 (2010)
DOI: 10.1016/j.amc.2009.10.042
See this article

Asynchronous grid computation for American options derivatives

M. Chau, R. Couturier, J. Bahi and P. Spiteri
Advances in Engineering Software 60-61 136 (2013)
DOI: 10.1016/j.advengsoft.2012.06.005
See this article

Difference-Quadrature Schemes for Nonlinear Degenerate Parabolic Integro-PDE

Imran H. Biswas, Espen R. Jakobsen and Kenneth H. Karlsen
SIAM Journal on Numerical Analysis 48 (3) 1110 (2010)
DOI: 10.1137/090761501
See this article

Finite difference methods for the Infinity Laplace andp-Laplace equations

Adam M. Oberman
Journal of Computational and Applied Mathematics 254 65 (2013)
DOI: 10.1016/j.cam.2012.11.023
See this article

Parallel solution of American option derivatives on GPU clusters

Lilia Ziane Khodja, Ming Chau, Raphaël Couturier, Jacques Bahi and Pierre Spitéri
Computers & Mathematics with Applications 65 (11) 1830 (2013)
DOI: 10.1016/j.camwa.2013.03.010
See this article

A new iterative method for discrete HJB equations

Shuzi Zhou and Zhanyong Zou
Numerische Mathematik 111 (1) 159 (2008)
DOI: 10.1007/s00211-008-0166-6
See this article

Parallel solution of the obstacle problem in Grid environments

M. Chau, R. Couturier, J. Bahi and P. Spiteri
The International Journal of High Performance Computing Applications 25 (4) 488 (2011)
DOI: 10.1177/1094342010395412
See this article

A numerical algorithm based on a variational iterative approximation for the discrete Hamilton–Jacobi–Bellman (HJB) equation

Guanghua Chen and Guangming Chen
Computers & Mathematics with Applications 61 (4) 901 (2011)
DOI: 10.1016/j.camwa.2010.12.038
See this article

Multigrid methods for two-player zero-sum stochastic games

Marianne Akian and Sylvie Detournay
Numerical Linear Algebra with Applications 19 (2) 313 (2012)
DOI: 10.1002/nla.1815
See this article

The Theta Time Scheme Combined with a Finite-Element Spatial Approximation in the Evolutionary Hamilton–Jacobi–Bellman Equation with Linear Source Terms

Salah Boulaaras and Mohamed Haiour
Computational Mathematics and Modeling 25 (3) 423 (2014)
DOI: 10.1007/s10598-014-9237-y
See this article

J. P. Chancelier, C. Gomez, J. P. Quadrat and A. Sulem
47 81 (1988)
DOI: 10.1007/978-3-642-83548-3_4
See this article

Semismooth Newton and Newton iterative methods for HJB equation

Jinping Zeng, Zhe Sun and Hongru Xu
Journal of Computational and Applied Mathematics 235 (13) 3859 (2011)
DOI: 10.1016/j.cam.2011.01.032
See this article

A new class of asynchronous iterative algorithms with order intervals

J. Miellou, D. El Baz and P. Spiteri
Mathematics of Computation 67 (221) 237 (1998)
DOI: 10.1090/S0025-5718-98-00885-0
See this article

On the Convergence of Finite Element Methods for Hamilton--Jacobi--Bellman Equations

Max Jensen and Iain Smears
SIAM Journal on Numerical Analysis 51 (1) 137 (2013)
DOI: 10.1137/110856198
See this article

Asynchronous Schwarz methods applied to constrained mechanical structures in grid environment

M. Chau, T. Garcia and P. Spiteri
Advances in Engineering Software 74 1 (2014)
DOI: 10.1016/j.advengsoft.2014.03.005
See this article

Multigrid Methods for Second Order Hamilton--Jacobi--Bellman and Hamilton--Jacobi--Bellman--Isaacs Equations

Dong Han and Justin W. L. Wan
SIAM Journal on Scientific Computing 35 (5) S323 (2013)
DOI: 10.1137/120881476
See this article

An iterative algorithm for solving a kind of discrete HJB equation with M-functions

Hongru Xu, Zhe Sun and Shuilian Xie
Applied Mathematics Letters 24 (3) 279 (2011)
DOI: 10.1016/j.aml.2010.10.004
See this article