Search Results - subject:"Penalization method"

Marzougue, Mohamed - In: International journal of theoretical and applied finance 23 (2020) 5, pp. 1-26

Persistent link: https://www.econbiz.de/10012496720

Bomze, Immanuel M.; Cheng, Jianqiang; Dickinson, Peter J. C. - In: Computational Management Science : CMS 16 (2019) 4, pp. 593-619

Persistent link: https://www.econbiz.de/10012126680

Keshvari, Abolfazl - In: European journal of operational research : EJOR 257 (2017) 3, pp. 1016-1029

Persistent link: https://www.econbiz.de/10011641383

Klimsiak, Tomasz; Rozkosz, Andrzej; Słomiński, Leszek - In: Stochastic Processes and their Applications 125 (2015) 2, pp. 571-596

equations with reflection in appropriately defined discretizations of D and by a modified penalization method. The approximation …

Persistent link: https://www.econbiz.de/10011194106