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:

Existence and uniqueness for the evolutionary impulse control problem using an asynchronous algorithms

Mohamed Haiour, Mohamed El Amine Bencheikh Le Hocine, Rashid Jan, Ahmed Himadan and Salah Boulaaras
Partial Differential Equations in Applied Mathematics 11 100766 (2024)
https://doi.org/10.1016/j.padiff.2024.100766

On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations

Imran H. Biswas, Indranil Chowdhury and Espen R. Jakobsen
SIAM Journal on Numerical Analysis 57 (2) 799 (2019)
https://doi.org/10.1137/17M114995X

Fully discrete schemes for monotone optimal control problems

Laura S. Aragone, Lisandro A. Parente and Eduardo A. Philipp
Computational and Applied Mathematics 37 (2) 1047 (2018)
https://doi.org/10.1007/s40314-016-0384-y

An optimal error estimate of finite element method for parabolic quasi-variational inequalities with non linear source terms

Salah Boulaaras
Asymptotic Analysis 100 (3-4) 193 (2016)
https://doi.org/10.3233/ASY-161392

Evaluation of the Optimal Utility of Some Investment Projects with Irreversible Environmental Effects

Iñigo Arregui and Carlos Vázquez
Pure and Applied Geophysics 172 (1) 149 (2015)
https://doi.org/10.1007/s00024-014-0900-1

Multigrid Methods with Newton-Gauss-Seidel Smoothing and Constraint Preserving Interpolation for Obstacle Problems

Chunxiao Wu and Justin W.L. Wan
Numerical Mathematics: Theory, Methods and Applications 8 (2) 199 (2015)
https://doi.org/10.4208/nmtma.2015.w08si

A new proof for the existence and uniqueness of the discrete evolutionary HJB equations

Salah Boulaaras and Mohamed Haiour
Applied Mathematics and Computation 262 42 (2015)
https://doi.org/10.1016/j.amc.2015.03.095

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)
https://doi.org/10.1007/s10598-014-9237-y

The Finite Element Approximation in a System of Parabolic Quasi-Variational Inequalities Related to Management of Energy Production with Mixed Boundary Condition

Salah Boulaaras, Med Amine Bencheikh le Hocine and Mohamed Haiour
Computational Mathematics and Modeling 25 (4) 530 (2014)
https://doi.org/10.1007/s10598-014-9247-9

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)
https://doi.org/10.1137/120881476

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)
https://doi.org/10.1016/j.camwa.2013.03.010

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)
https://doi.org/10.1137/110856198

Multigrid methods for two‐player zero‐sum stochastic games

Marianne Akian and Sylvie Detournay
Numerical Linear Algebra with Applications 19 (2) 313 (2012)
https://doi.org/10.1002/nla.1815

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)
https://doi.org/10.1016/j.aml.2010.10.004

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)
https://doi.org/10.1177/1094342010395412

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)
https://doi.org/10.1016/j.cam.2011.01.032

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)
https://doi.org/10.1016/j.camwa.2010.12.038

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)
https://doi.org/10.1016/j.amc.2009.10.042

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)
https://doi.org/10.1137/090761501

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)
https://doi.org/10.1080/01630560902987683

Splitting methods for Hamilton‐Jacobi equations

Agnès Tourin
Numerical Methods for Partial Differential Equations 22 (2) 381 (2006)
https://doi.org/10.1002/num.20100

An effect iteration algorithm for numerical solution of discrete hamilton-jacobi-bellman equations

Chen Xiaoliang, Xu Yuanji and Meng Bingquan
Applied Mathematics-A Journal of Chinese Universities 20 (3) 347 (2005)
https://doi.org/10.1007/s11766-005-0011-y

Consistency of a simple multidimensional scheme for Hamilton–Jacobi–Bellman equations

Rémi Munos and Hasnaa Zidani
Comptes Rendus. Mathématique 340 (7) 499 (2005)
https://doi.org/10.1016/j.crma.2005.02.001

Error Bounds for Monotone Approximation Schemes for Hamilton--Jacobi--Bellman Equations

Guy Barles and Espen R. Jakobsen
SIAM Journal on Numerical Analysis 43 (2) 540 (2005)
https://doi.org/10.1137/S003614290343815X

A fast algorithm for the two dimensional HJB equation of stochastic control

J. Frédéric Bonnans, Élisabeth Ottenwaelter and Housnaa Zidani
ESAIM: Mathematical Modelling and Numerical Analysis 38 (4) 723 (2004)
https://doi.org/10.1051/m2an:2004034

Consistency of Generalized Finite Difference Schemes for the Stochastic HJB Equation

J. Frédéric Bonnans and Housnaa Zidani
SIAM Journal on Numerical Analysis 41 (3) 1008 (2003)
https://doi.org/10.1137/S0036142901387336

On the convergence rate of approximation schemes for Hamilton-Jacobi-Bellman Equations

Guy Barles and Espen Robstad Jakobsen
ESAIM: Mathematical Modelling and Numerical Analysis 36 (1) 33 (2002)
https://doi.org/10.1051/m2an:2002002

An approximation scheme for the optimal control of diffusion processes

Fabio Camilli and Maurizio Falcone
ESAIM: Mathematical Modelling and Numerical Analysis 29 (1) 97 (1995)
https://doi.org/10.1051/m2an/1995290100971

Modeling and Control of Systems

Roberto Gonzalez and Edmundo Rofman
Lecture Notes in Control and Information Sciences, Modeling and Control of Systems 121 443 (1989)
https://doi.org/10.1007/BFb0041211

Some Estimates for Finite Difference Approximations

Jose-Luis Menaldi
SIAM Journal on Control and Optimization 27 (3) 579 (1989)
https://doi.org/10.1137/0327031

Advanced Computing Concepts and Techniques in Control Engineering

J. P. Chancelier, C. Gomez, J. P. Quadrat and A. Sulem
NATO ASI Series, Advanced Computing Concepts and Techniques in Control Engineering 47 81 (1988)
https://doi.org/10.1007/978-3-642-83548-3_4

Multigrid Algorithms for Variational Inequalities

Ronald H. W. Hoppe
SIAM Journal on Numerical Analysis 24 (5) 1046 (1987)
https://doi.org/10.1137/0724069

A numerical approach to the infinite horizon problem of deterministic control theory

M. Falcone
Applied Mathematics & Optimization 15 (1) 1 (1987)
https://doi.org/10.1007/BF01442644

Sur l'Analyse Numérique des Equations de Hamilton‐Jacobi‐Bellman

Ph. Cortey‐Dumont and J. C. Nedelec
Mathematical Methods in the Applied Sciences 9 (1) 198 (1987)
https://doi.org/10.1002/mma.1670090115

On Deterministic Control Problems: an Approximation Procedure for the Optimal Cost II. The Nonstationary Case

R. Gonzalez and E. Rofman
SIAM Journal on Control and Optimization 23 (2) 267 (1985)
https://doi.org/10.1137/0323019

A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs

Suzanne M. Lenhart and Stavros A. Belbas
SIAM Journal on Applied Mathematics 43 (3) 465 (1983)
https://doi.org/10.1137/0143030