A high-order numerical scheme for stochastic optimal control problem

In this paper, we propose a local discontinuous Galerkin (LDG) method for fully nonlinear second-order PDEs in multiple space dimensions, which can serve as a high-order numerical scheme for stochastic optimal control problems. The optimal error estimates are obtained for smooth solutions. Some nume...
Ausführliche Beschreibung

Gespeichert in:

Autor*in:	Li, Yunzhang [verfasserIn]

Format:	E-Artikel
Sprache:	Englisch

Erschienen:	2023

Schlagwörter:	Stochastic optimal control Local discontinuous Galerkin method Fully nonlinear second-order PDEs Optimal error estimates

Übergeordnetes Werk:	Enthalten in: Journal of computational and applied mathematics - Amsterdam [u.a.] : North-Holland, 1975, 427
Übergeordnetes Werk:	volume:427

DOI / URN:	10.1016/j.cam.2023.115158

Katalog-ID:	ELV062979752

Internformat


LEADER	01000caa a22002652 4500
001	ELV062979752
003	DE-627
005	20231205153650.0
007	cr uuu---uuuuu
008	230907s2023 xx \|\|\|\|\|o 00\| \|\|eng c
024	7		\|a 10.1016/j.cam.2023.115158 \|2 doi
035			\|a (DE-627)ELV062979752
035			\|a (ELSEVIER)S0377-0427(23)00102-4
040			\|a DE-627 \|b ger \|c DE-627 \|e rda
041			\|a eng
082	0	4	\|a 510 \|q VZ
084			\|a 31.00 \|2 bkl
100	1		\|a Li, Yunzhang \|e verfasserin \|0 (orcid)0000-0002-9232-7144 \|4 aut
245	1	0	\|a A high-order numerical scheme for stochastic optimal control problem
264		1	\|c 2023
336			\|a nicht spezifiziert \|b zzz \|2 rdacontent
337			\|a Computermedien \|b c \|2 rdamedia
338			\|a Online-Ressource \|b cr \|2 rdacarrier
520			\|a In this paper, we propose a local discontinuous Galerkin (LDG) method for fully nonlinear second-order PDEs in multiple space dimensions, which can serve as a high-order numerical scheme for stochastic optimal control problems. The optimal error estimates are obtained for smooth solutions. Some numerical examples are given to display the performance of the LDG method.
650		4	\|a Stochastic optimal control
650		4	\|a Local discontinuous Galerkin method
650		4	\|a Fully nonlinear second-order PDEs
650		4	\|a Optimal error estimates
773	0	8	\|i Enthalten in \|t Journal of computational and applied mathematics \|d Amsterdam [u.a.] : North-Holland, 1975 \|g 427 \|h Online-Ressource \|w (DE-627)266889204 \|w (DE-600)1468806-2 \|w (DE-576)075962373 \|7 nnns
773	1	8	\|g volume:427
912			\|a GBV_USEFLAG_U
912			\|a GBV_ELV
912			\|a SYSFLAG_U
912			\|a SSG-OPC-MAT
912			\|a GBV_ILN_20
912			\|a GBV_ILN_22
912			\|a GBV_ILN_23
912			\|a GBV_ILN_24
912			\|a GBV_ILN_31
912			\|a GBV_ILN_32
912			\|a GBV_ILN_40
912			\|a GBV_ILN_60
912			\|a GBV_ILN_62
912			\|a GBV_ILN_65
912			\|a GBV_ILN_69
912			\|a GBV_ILN_70
912			\|a GBV_ILN_73
912			\|a GBV_ILN_74
912			\|a GBV_ILN_90
912			\|a GBV_ILN_95
912			\|a GBV_ILN_100
912			\|a GBV_ILN_105
912			\|a GBV_ILN_110
912			\|a GBV_ILN_150
912			\|a GBV_ILN_151
912			\|a GBV_ILN_187
912			\|a GBV_ILN_213
912			\|a GBV_ILN_224
912			\|a GBV_ILN_230
912			\|a GBV_ILN_370
912			\|a GBV_ILN_602
912			\|a GBV_ILN_702
912			\|a GBV_ILN_2001
912			\|a GBV_ILN_2003
912			\|a GBV_ILN_2004
912			\|a GBV_ILN_2005
912			\|a GBV_ILN_2007
912			\|a GBV_ILN_2009
912			\|a GBV_ILN_2010
912			\|a GBV_ILN_2011
912			\|a GBV_ILN_2014
912			\|a GBV_ILN_2015
912			\|a GBV_ILN_2020
912			\|a GBV_ILN_2021
912			\|a GBV_ILN_2025
912			\|a GBV_ILN_2026
912			\|a GBV_ILN_2027
912			\|a GBV_ILN_2034
912			\|a GBV_ILN_2044
912			\|a GBV_ILN_2048
912			\|a GBV_ILN_2049
912			\|a GBV_ILN_2050
912			\|a GBV_ILN_2055
912			\|a GBV_ILN_2056
912			\|a GBV_ILN_2059
912			\|a GBV_ILN_2061
912			\|a GBV_ILN_2064
912			\|a GBV_ILN_2106
912			\|a GBV_ILN_2110
912			\|a GBV_ILN_2111
912			\|a GBV_ILN_2112
912			\|a GBV_ILN_2122
912			\|a GBV_ILN_2129
912			\|a GBV_ILN_2143
912			\|a GBV_ILN_2152
912			\|a GBV_ILN_2153
912			\|a GBV_ILN_2190
912			\|a GBV_ILN_2232
912			\|a GBV_ILN_2336
912			\|a GBV_ILN_2470
912			\|a GBV_ILN_2507
912			\|a GBV_ILN_4012
912			\|a GBV_ILN_4035
912			\|a GBV_ILN_4037
912			\|a GBV_ILN_4112
912			\|a GBV_ILN_4125
912			\|a GBV_ILN_4126
912			\|a GBV_ILN_4242
912			\|a GBV_ILN_4249
912			\|a GBV_ILN_4251
912			\|a GBV_ILN_4305
912			\|a GBV_ILN_4306
912			\|a GBV_ILN_4307
912			\|a GBV_ILN_4313
912			\|a GBV_ILN_4322
912			\|a GBV_ILN_4323
912			\|a GBV_ILN_4324
912			\|a GBV_ILN_4325
912			\|a GBV_ILN_4326
912			\|a GBV_ILN_4333
912			\|a GBV_ILN_4334
912			\|a GBV_ILN_4335
912			\|a GBV_ILN_4338
912			\|a GBV_ILN_4367
912			\|a GBV_ILN_4392
912			\|a GBV_ILN_4393
912			\|a GBV_ILN_4700
936	b	k	\|a 31.00 \|j Mathematik: Allgemeines \|q VZ
951			\|a AR
952			\|d 427

Indexfelder

author_variant	y l yl
matchkey_str	liyunzhang:2023----:hgodrueiashmfrtcatcpi
hierarchy_sort_str	2023
bklnumber	31.00
publishDate	2023
allfields	10.1016/j.cam.2023.115158 doi (DE-627)ELV062979752 (ELSEVIER)S0377-0427(23)00102-4 DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Li, Yunzhang verfasserin (orcid)0000-0002-9232-7144 aut A high-order numerical scheme for stochastic optimal control problem 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier In this paper, we propose a local discontinuous Galerkin (LDG) method for fully nonlinear second-order PDEs in multiple space dimensions, which can serve as a high-order numerical scheme for stochastic optimal control problems. The optimal error estimates are obtained for smooth solutions. Some numerical examples are given to display the performance of the LDG method. Stochastic optimal control Local discontinuous Galerkin method Fully nonlinear second-order PDEs Optimal error estimates Enthalten in Journal of computational and applied mathematics Amsterdam [u.a.] : North-Holland, 1975 427 Online-Ressource (DE-627)266889204 (DE-600)1468806-2 (DE-576)075962373 nnns volume:427 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 427
spelling	10.1016/j.cam.2023.115158 doi (DE-627)ELV062979752 (ELSEVIER)S0377-0427(23)00102-4 DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Li, Yunzhang verfasserin (orcid)0000-0002-9232-7144 aut A high-order numerical scheme for stochastic optimal control problem 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier In this paper, we propose a local discontinuous Galerkin (LDG) method for fully nonlinear second-order PDEs in multiple space dimensions, which can serve as a high-order numerical scheme for stochastic optimal control problems. The optimal error estimates are obtained for smooth solutions. Some numerical examples are given to display the performance of the LDG method. Stochastic optimal control Local discontinuous Galerkin method Fully nonlinear second-order PDEs Optimal error estimates Enthalten in Journal of computational and applied mathematics Amsterdam [u.a.] : North-Holland, 1975 427 Online-Ressource (DE-627)266889204 (DE-600)1468806-2 (DE-576)075962373 nnns volume:427 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 427
allfields_unstemmed	10.1016/j.cam.2023.115158 doi (DE-627)ELV062979752 (ELSEVIER)S0377-0427(23)00102-4 DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Li, Yunzhang verfasserin (orcid)0000-0002-9232-7144 aut A high-order numerical scheme for stochastic optimal control problem 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier In this paper, we propose a local discontinuous Galerkin (LDG) method for fully nonlinear second-order PDEs in multiple space dimensions, which can serve as a high-order numerical scheme for stochastic optimal control problems. The optimal error estimates are obtained for smooth solutions. Some numerical examples are given to display the performance of the LDG method. Stochastic optimal control Local discontinuous Galerkin method Fully nonlinear second-order PDEs Optimal error estimates Enthalten in Journal of computational and applied mathematics Amsterdam [u.a.] : North-Holland, 1975 427 Online-Ressource (DE-627)266889204 (DE-600)1468806-2 (DE-576)075962373 nnns volume:427 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 427
allfieldsGer	10.1016/j.cam.2023.115158 doi (DE-627)ELV062979752 (ELSEVIER)S0377-0427(23)00102-4 DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Li, Yunzhang verfasserin (orcid)0000-0002-9232-7144 aut A high-order numerical scheme for stochastic optimal control problem 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier In this paper, we propose a local discontinuous Galerkin (LDG) method for fully nonlinear second-order PDEs in multiple space dimensions, which can serve as a high-order numerical scheme for stochastic optimal control problems. The optimal error estimates are obtained for smooth solutions. Some numerical examples are given to display the performance of the LDG method. Stochastic optimal control Local discontinuous Galerkin method Fully nonlinear second-order PDEs Optimal error estimates Enthalten in Journal of computational and applied mathematics Amsterdam [u.a.] : North-Holland, 1975 427 Online-Ressource (DE-627)266889204 (DE-600)1468806-2 (DE-576)075962373 nnns volume:427 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 427
allfieldsSound	10.1016/j.cam.2023.115158 doi (DE-627)ELV062979752 (ELSEVIER)S0377-0427(23)00102-4 DE-627 ger DE-627 rda eng 510 VZ 31.00 bkl Li, Yunzhang verfasserin (orcid)0000-0002-9232-7144 aut A high-order numerical scheme for stochastic optimal control problem 2023 nicht spezifiziert zzz rdacontent Computermedien c rdamedia Online-Ressource cr rdacarrier In this paper, we propose a local discontinuous Galerkin (LDG) method for fully nonlinear second-order PDEs in multiple space dimensions, which can serve as a high-order numerical scheme for stochastic optimal control problems. The optimal error estimates are obtained for smooth solutions. Some numerical examples are given to display the performance of the LDG method. Stochastic optimal control Local discontinuous Galerkin method Fully nonlinear second-order PDEs Optimal error estimates Enthalten in Journal of computational and applied mathematics Amsterdam [u.a.] : North-Holland, 1975 427 Online-Ressource (DE-627)266889204 (DE-600)1468806-2 (DE-576)075962373 nnns volume:427 GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700 31.00 Mathematik: Allgemeines VZ AR 427
language	English
source	Enthalten in Journal of computational and applied mathematics 427 volume:427
sourceStr	Enthalten in Journal of computational and applied mathematics 427 volume:427
format_phy_str_mv	Article
bklname	Mathematik: Allgemeines
institution	findex.gbv.de
topic_facet	Stochastic optimal control Local discontinuous Galerkin method Fully nonlinear second-order PDEs Optimal error estimates
dewey-raw	510
isfreeaccess_bool	false
container_title	Journal of computational and applied mathematics
authorswithroles_txt_mv	Li, Yunzhang @@aut@@
publishDateDaySort_date	2023-01-01T00:00:00Z
hierarchy_top_id	266889204
dewey-sort	3510
id	ELV062979752
language_de	englisch
fullrecord	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01000caa a22002652 4500</leader><controlfield tag="001">ELV062979752</controlfield><controlfield tag="003">DE-627</controlfield><controlfield tag="005">20231205153650.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">230907s2023 xx \|\|\|\|\|o 00\| \|\|eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1016/j.cam.2023.115158</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627)ELV062979752</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ELSEVIER)S0377-0427(23)00102-4</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">510</subfield><subfield code="q">VZ</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">31.00</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Li, Yunzhang</subfield><subfield code="e">verfasserin</subfield><subfield code="0">(orcid)0000-0002-9232-7144</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">A high-order numerical scheme for stochastic optimal control problem</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2023</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">nicht spezifiziert</subfield><subfield code="b">zzz</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">In this paper, we propose a local discontinuous Galerkin (LDG) method for fully nonlinear second-order PDEs in multiple space dimensions, which can serve as a high-order numerical scheme for stochastic optimal control problems. The optimal error estimates are obtained for smooth solutions. Some numerical examples are given to display the performance of the LDG method.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic optimal control</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Local discontinuous Galerkin method</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fully nonlinear second-order PDEs</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Optimal error estimates</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="i">Enthalten in</subfield><subfield code="t">Journal of computational and applied mathematics</subfield><subfield code="d">Amsterdam [u.a.] : North-Holland, 1975</subfield><subfield code="g">427</subfield><subfield code="h">Online-Ressource</subfield><subfield code="w">(DE-627)266889204</subfield><subfield code="w">(DE-600)1468806-2</subfield><subfield code="w">(DE-576)075962373</subfield><subfield code="7">nnns</subfield></datafield><datafield tag="773" ind1="1" ind2="8"><subfield code="g">volume:427</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_USEFLAG_U</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ELV</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SYSFLAG_U</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SSG-OPC-MAT</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_20</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_22</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_23</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_24</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_31</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_32</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_40</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_60</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_62</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_65</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_69</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_70</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_73</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_74</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_90</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_95</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_100</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_105</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_110</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_150</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_151</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_187</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_213</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_224</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_230</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_370</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_602</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_702</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2001</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2003</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2004</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2005</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2007</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2009</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2010</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2011</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2014</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2015</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2020</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2021</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2025</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2026</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2027</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2034</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2044</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2048</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2049</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2050</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2055</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2056</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2059</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2061</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2064</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2106</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2110</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2111</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2112</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2122</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2129</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2143</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2152</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2153</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2190</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2232</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2336</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2470</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2507</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4012</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4035</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4037</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4112</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4125</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4126</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4242</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4249</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4251</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4305</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4306</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4307</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4313</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4322</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4323</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4324</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4325</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4326</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4333</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4334</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4335</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4338</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4367</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4392</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4393</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4700</subfield></datafield><datafield tag="936" ind1="b" ind2="k"><subfield code="a">31.00</subfield><subfield code="j">Mathematik: Allgemeines</subfield><subfield code="q">VZ</subfield></datafield><datafield tag="951" ind1=" " ind2=" "><subfield code="a">AR</subfield></datafield><datafield tag="952" ind1=" " ind2=" "><subfield code="d">427</subfield></datafield></record></collection>
author	Li, Yunzhang
spellingShingle	Li, Yunzhang ddc 510 bkl 31.00 misc Stochastic optimal control misc Local discontinuous Galerkin method misc Fully nonlinear second-order PDEs misc Optimal error estimates A high-order numerical scheme for stochastic optimal control problem
authorStr	Li, Yunzhang
ppnlink_with_tag_str_mv	@@773@@(DE-627)266889204
format	electronic Article
dewey-ones	510 - Mathematics
delete_txt_mv	keep
author_role	aut
collection	elsevier
remote_str	true
illustrated	Not Illustrated
topic_title	510 VZ 31.00 bkl A high-order numerical scheme for stochastic optimal control problem Stochastic optimal control Local discontinuous Galerkin method Fully nonlinear second-order PDEs Optimal error estimates
topic	ddc 510 bkl 31.00 misc Stochastic optimal control misc Local discontinuous Galerkin method misc Fully nonlinear second-order PDEs misc Optimal error estimates
topic_unstemmed	ddc 510 bkl 31.00 misc Stochastic optimal control misc Local discontinuous Galerkin method misc Fully nonlinear second-order PDEs misc Optimal error estimates
topic_browse	ddc 510 bkl 31.00 misc Stochastic optimal control misc Local discontinuous Galerkin method misc Fully nonlinear second-order PDEs misc Optimal error estimates
format_facet	Elektronische Aufsätze Aufsätze Elektronische Ressource
format_main_str_mv	Text Zeitschrift/Artikel
carriertype_str_mv	cr
hierarchy_parent_title	Journal of computational and applied mathematics
hierarchy_parent_id	266889204
dewey-tens	510 - Mathematics
hierarchy_top_title	Journal of computational and applied mathematics
isfreeaccess_txt	false
familylinks_str_mv	(DE-627)266889204 (DE-600)1468806-2 (DE-576)075962373
title	A high-order numerical scheme for stochastic optimal control problem
ctrlnum	(DE-627)ELV062979752 (ELSEVIER)S0377-0427(23)00102-4
title_full	A high-order numerical scheme for stochastic optimal control problem
author_sort	Li, Yunzhang
journal	Journal of computational and applied mathematics
journalStr	Journal of computational and applied mathematics
lang_code	eng
isOA_bool	false
dewey-hundreds	500 - Science
recordtype	marc
publishDateSort	2023
contenttype_str_mv	zzz
author_browse	Li, Yunzhang
container_volume	427
class	510 VZ 31.00 bkl
format_se	Elektronische Aufsätze
author-letter	Li, Yunzhang
doi_str_mv	10.1016/j.cam.2023.115158
normlink	(ORCID)0000-0002-9232-7144
normlink_prefix_str_mv	(orcid)0000-0002-9232-7144
dewey-full	510
title_sort	a high-order numerical scheme for stochastic optimal control problem
title_auth	A high-order numerical scheme for stochastic optimal control problem
abstract	In this paper, we propose a local discontinuous Galerkin (LDG) method for fully nonlinear second-order PDEs in multiple space dimensions, which can serve as a high-order numerical scheme for stochastic optimal control problems. The optimal error estimates are obtained for smooth solutions. Some numerical examples are given to display the performance of the LDG method.
abstractGer	In this paper, we propose a local discontinuous Galerkin (LDG) method for fully nonlinear second-order PDEs in multiple space dimensions, which can serve as a high-order numerical scheme for stochastic optimal control problems. The optimal error estimates are obtained for smooth solutions. Some numerical examples are given to display the performance of the LDG method.
abstract_unstemmed	In this paper, we propose a local discontinuous Galerkin (LDG) method for fully nonlinear second-order PDEs in multiple space dimensions, which can serve as a high-order numerical scheme for stochastic optimal control problems. The optimal error estimates are obtained for smooth solutions. Some numerical examples are given to display the performance of the LDG method.
collection_details	GBV_USEFLAG_U GBV_ELV SYSFLAG_U SSG-OPC-MAT GBV_ILN_20 GBV_ILN_22 GBV_ILN_23 GBV_ILN_24 GBV_ILN_31 GBV_ILN_32 GBV_ILN_40 GBV_ILN_60 GBV_ILN_62 GBV_ILN_65 GBV_ILN_69 GBV_ILN_70 GBV_ILN_73 GBV_ILN_74 GBV_ILN_90 GBV_ILN_95 GBV_ILN_100 GBV_ILN_105 GBV_ILN_110 GBV_ILN_150 GBV_ILN_151 GBV_ILN_187 GBV_ILN_213 GBV_ILN_224 GBV_ILN_230 GBV_ILN_370 GBV_ILN_602 GBV_ILN_702 GBV_ILN_2001 GBV_ILN_2003 GBV_ILN_2004 GBV_ILN_2005 GBV_ILN_2007 GBV_ILN_2009 GBV_ILN_2010 GBV_ILN_2011 GBV_ILN_2014 GBV_ILN_2015 GBV_ILN_2020 GBV_ILN_2021 GBV_ILN_2025 GBV_ILN_2026 GBV_ILN_2027 GBV_ILN_2034 GBV_ILN_2044 GBV_ILN_2048 GBV_ILN_2049 GBV_ILN_2050 GBV_ILN_2055 GBV_ILN_2056 GBV_ILN_2059 GBV_ILN_2061 GBV_ILN_2064 GBV_ILN_2106 GBV_ILN_2110 GBV_ILN_2111 GBV_ILN_2112 GBV_ILN_2122 GBV_ILN_2129 GBV_ILN_2143 GBV_ILN_2152 GBV_ILN_2153 GBV_ILN_2190 GBV_ILN_2232 GBV_ILN_2336 GBV_ILN_2470 GBV_ILN_2507 GBV_ILN_4012 GBV_ILN_4035 GBV_ILN_4037 GBV_ILN_4112 GBV_ILN_4125 GBV_ILN_4126 GBV_ILN_4242 GBV_ILN_4249 GBV_ILN_4251 GBV_ILN_4305 GBV_ILN_4306 GBV_ILN_4307 GBV_ILN_4313 GBV_ILN_4322 GBV_ILN_4323 GBV_ILN_4324 GBV_ILN_4325 GBV_ILN_4326 GBV_ILN_4333 GBV_ILN_4334 GBV_ILN_4335 GBV_ILN_4338 GBV_ILN_4367 GBV_ILN_4392 GBV_ILN_4393 GBV_ILN_4700
title_short	A high-order numerical scheme for stochastic optimal control problem
remote_bool	true
ppnlink	266889204
mediatype_str_mv	c
isOA_txt	false
hochschulschrift_bool	false
doi_str	10.1016/j.cam.2023.115158
up_date	2024-07-06T19:18:38.971Z
_version_	1803858496948535296
fullrecord_marcxml	<?xml version="1.0" encoding="UTF-8"?><collection xmlns="http://www.loc.gov/MARC21/slim"><record><leader>01000caa a22002652 4500</leader><controlfield tag="001">ELV062979752</controlfield><controlfield tag="003">DE-627</controlfield><controlfield tag="005">20231205153650.0</controlfield><controlfield tag="007">cr uuu---uuuuu</controlfield><controlfield tag="008">230907s2023 xx \|\|\|\|\|o 00\| \|\|eng c</controlfield><datafield tag="024" ind1="7" ind2=" "><subfield code="a">10.1016/j.cam.2023.115158</subfield><subfield code="2">doi</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(DE-627)ELV062979752</subfield></datafield><datafield tag="035" ind1=" " ind2=" "><subfield code="a">(ELSEVIER)S0377-0427(23)00102-4</subfield></datafield><datafield tag="040" ind1=" " ind2=" "><subfield code="a">DE-627</subfield><subfield code="b">ger</subfield><subfield code="c">DE-627</subfield><subfield code="e">rda</subfield></datafield><datafield tag="041" ind1=" " ind2=" "><subfield code="a">eng</subfield></datafield><datafield tag="082" ind1="0" ind2="4"><subfield code="a">510</subfield><subfield code="q">VZ</subfield></datafield><datafield tag="084" ind1=" " ind2=" "><subfield code="a">31.00</subfield><subfield code="2">bkl</subfield></datafield><datafield tag="100" ind1="1" ind2=" "><subfield code="a">Li, Yunzhang</subfield><subfield code="e">verfasserin</subfield><subfield code="0">(orcid)0000-0002-9232-7144</subfield><subfield code="4">aut</subfield></datafield><datafield tag="245" ind1="1" ind2="0"><subfield code="a">A high-order numerical scheme for stochastic optimal control problem</subfield></datafield><datafield tag="264" ind1=" " ind2="1"><subfield code="c">2023</subfield></datafield><datafield tag="336" ind1=" " ind2=" "><subfield code="a">nicht spezifiziert</subfield><subfield code="b">zzz</subfield><subfield code="2">rdacontent</subfield></datafield><datafield tag="337" ind1=" " ind2=" "><subfield code="a">Computermedien</subfield><subfield code="b">c</subfield><subfield code="2">rdamedia</subfield></datafield><datafield tag="338" ind1=" " ind2=" "><subfield code="a">Online-Ressource</subfield><subfield code="b">cr</subfield><subfield code="2">rdacarrier</subfield></datafield><datafield tag="520" ind1=" " ind2=" "><subfield code="a">In this paper, we propose a local discontinuous Galerkin (LDG) method for fully nonlinear second-order PDEs in multiple space dimensions, which can serve as a high-order numerical scheme for stochastic optimal control problems. The optimal error estimates are obtained for smooth solutions. Some numerical examples are given to display the performance of the LDG method.</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Stochastic optimal control</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Local discontinuous Galerkin method</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Fully nonlinear second-order PDEs</subfield></datafield><datafield tag="650" ind1=" " ind2="4"><subfield code="a">Optimal error estimates</subfield></datafield><datafield tag="773" ind1="0" ind2="8"><subfield code="i">Enthalten in</subfield><subfield code="t">Journal of computational and applied mathematics</subfield><subfield code="d">Amsterdam [u.a.] : North-Holland, 1975</subfield><subfield code="g">427</subfield><subfield code="h">Online-Ressource</subfield><subfield code="w">(DE-627)266889204</subfield><subfield code="w">(DE-600)1468806-2</subfield><subfield code="w">(DE-576)075962373</subfield><subfield code="7">nnns</subfield></datafield><datafield tag="773" ind1="1" ind2="8"><subfield code="g">volume:427</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_USEFLAG_U</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ELV</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SYSFLAG_U</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">SSG-OPC-MAT</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_20</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_22</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_23</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_24</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_31</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_32</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_40</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_60</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_62</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_65</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_69</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_70</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_73</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_74</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_90</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_95</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_100</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_105</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_110</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_150</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_151</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_187</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_213</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_224</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_230</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_370</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_602</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_702</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2001</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2003</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2004</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2005</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2007</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2009</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2010</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2011</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2014</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2015</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2020</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2021</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2025</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2026</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2027</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2034</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2044</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2048</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2049</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2050</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2055</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2056</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2059</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2061</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2064</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2106</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2110</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2111</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2112</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2122</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2129</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2143</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2152</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2153</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2190</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2232</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2336</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2470</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_2507</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4012</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4035</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4037</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4112</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4125</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4126</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4242</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4249</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4251</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4305</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4306</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4307</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4313</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4322</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4323</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4324</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4325</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4326</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4333</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4334</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4335</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4338</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4367</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4392</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4393</subfield></datafield><datafield tag="912" ind1=" " ind2=" "><subfield code="a">GBV_ILN_4700</subfield></datafield><datafield tag="936" ind1="b" ind2="k"><subfield code="a">31.00</subfield><subfield code="j">Mathematik: Allgemeines</subfield><subfield code="q">VZ</subfield></datafield><datafield tag="951" ind1=" " ind2=" "><subfield code="a">AR</subfield></datafield><datafield tag="952" ind1=" " ind2=" "><subfield code="d">427</subfield></datafield></record></collection>
score	7.4018593

Nicht das Richtige dabei?

Schreiben Sie uns!

A high-order numerical scheme for stochastic optimal control problem

Nicht das Richtige dabei?

Zugang & Verfügbarkeit

Vorhandene Bände

Nicht das Richtige dabei?