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math.NA2017★ 31 cited
Convergence of implicit schemes for Hamilton-Jacobi-Bellman quasi-variational inequalities
Parsiad Azimzadeh, Erhan Bayraktar, George Labahn
In [Azimzadeh, P., and P. A. Forsyth. "Weakly chained matrices, policy iteration, and impulse control." SIAM J. Num. Anal. 54.3 (2016): 1341-1364], we outlined the theory and imple…
math.NA2016
On rational functions without Froissart doublets
Bernhard Beckermann, George Labahn, Ana C. Matos
In this paper we consider the problem of working with rational functions in a numeric environment. A particular problem when modeling with such functions is the existence of Froiss…