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Efficient Higher Order Time Discretization Schemes for Hamilton-Jacobi-Bellman Equations Based on Diagonally Implicit Symplectic Runge-Kutta Methods

Zaspel, Peter and Garcke, Jochen and Kalmykov, Ilja. (2017) Efficient Higher Order Time Discretization Schemes for Hamilton-Jacobi-Bellman Equations Based on Diagonally Implicit Symplectic Runge-Kutta Methods. Preprints Fachbereich Mathematik, 2017 (09).

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Official URL: https://edoc-vmtest.ub.unibas.ch/64894/

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Faculties and Departments:05 Faculty of Science > Departement Mathematik und Informatik > Mathematik > Computational Mathematics (Harbrecht)
12 Special Collections > Preprints Fachbereich Mathematik
Item Type:Preprint
Publisher:Universität Basel
Language:English
edoc DOI:
Last Modified:28 Mar 2019 09:29
Deposited On:26 Mar 2019 10:39

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