Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities (bibtex)
by P. Azimzadeh, E. Bayraktar, G. Labahn
Bibtex Entry:
@article {b_azimzadeh2017convergence,
KEYWORDS = {publications},
   TITLE = {Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities},
  AUTHOR = {Azimzadeh, P. and Bayraktar, E. and Labahn, G.},
 JOURNAL = {SIAM J. Control and Optim. (to appear)},
    YEAR = {2018},
     URL = {https://arxiv.org/abs/1705.02922}
}
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