6 Treffer für Schlagwort = "viscosity solution"
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A Model for the Optimal Management of Inflation
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2019
Numerical Appromixation of the Value of a Stochastic Differential Game with Asymmetric Information
Banas, Lubomir ; Ferrari, Giorgio ; Randrianasolo, Tsiry Avisoa
2019
Singular Control of the Drift of a Brownian System
Federico, Salvatore ; Ferrari, Giorgio ; Schuhmann, Patrick
2020
Taming the Spread of an Epidemic by Lockdown Policies
Federico, Salvatore ; Ferrari, Giorgio
2020
Upper Envelopes of Families of Feller Semigroups and Viscosity Solutions to a Class of Nonlinear Cauchy Problems
Nendel, Max ; Röckner, Michael
2019
Wasserstein Perturbations of Markovian Transition Semigroups
Fuhrmann, Sven ; Kupper, Michael ; Nendel, Max
2021