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An adaptive least-squares collocation radial basis function method for the HJB equation

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  • H. Alwardi
  • S. Wang
  • L. Jennings
  • S. Richardson

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  • H. Alwardi & S. Wang & L. Jennings & S. Richardson, 2012. "An adaptive least-squares collocation radial basis function method for the HJB equation," Journal of Global Optimization, Springer, vol. 52(2), pages 305-322, February.
    • Handle: RePEc:spr:jglopt:v:52:y:2012:i:2:p:305-322
    DOI: 10.1007/s10898-011-9667-4
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    References listed on IDEAS

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    1. Antanas Žilinskas, 2010. "On similarities between two models of global optimization: statistical models and radial basis functions," Journal of Global Optimization, Springer, vol. 48(1), pages 173-182, September.
    2. Pereyra, V. & Scherer, G., 2006. "Least squares collocation solution of elliptic problems in general regions," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 73(1), pages 226-230.
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    Cited by:

    1. Jiamian Lin & Xi Li & SingRu (Celine) Hoe & Zhongfeng Yan, 2023. "A Generalized Finite Difference Method for Solving Hamilton–Jacobi–Bellman Equations in Optimal Investment," Mathematics, MDPI, vol. 11(10), pages 1-20, May.

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