2018
DOI: 10.2139/ssrn.3192160
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Climate Games: Who's on First? What's on Second?

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“…Semi-Lagrangian schemes have been widely applied to degenerate elliptic/parabolic equations arising in stochastic control and related problems [69][70].…”
Section: Numerical Scheme For the Hjb Equationmentioning
confidence: 99%
“…Semi-Lagrangian schemes have been widely applied to degenerate elliptic/parabolic equations arising in stochastic control and related problems [69][70].…”
Section: Numerical Scheme For the Hjb Equationmentioning
confidence: 99%