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20182023
most citedA Lagrange-Galerkin scheme for first order mean field games systems

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math.NA2021

A semi-Lagrangian scheme for Hamilton-Jacobi-Bellman equations with oblique boundary conditions

Elisa Calzola, Elisabetta Carlini, Xavier Dupuis +1

We investigate in this work a fully-discrete semi-Lagrangian approximation of second order possibly degenerate Hamilton-Jacobi-Bellman (HJB) equations on a bounded domain with obli…