Browsing NTNU Open by Author "Biswas, Imran H."

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On the rate of convergence for monotone numerical schemes for nonlocal Isaacs equations

Biswas, Imran H.; Chowdhury, Indranil; Jakobsen, Espen R. (Journal article; Peer reviewed, 2019)

We study monotone numerical schemes for nonlocal Isaacs equations, the dynamic programming equations of stochastic differential games with jump-diffusion state processes. These equations are fully nonlinear nonconvex ...