Research Group of Prof. Dr. J. Garcke
Institute for Numerical Simulation
maximize


@incollection{Garcke.Kalmykov:2018,
  author = {Garcke, Jochen and Kalmykov, Ilja},
  year = {2018},
  title = {Efficient Higher Order Time Discretization Schemes for
		  {Hamilton-Jacobi-Bellman} Equations Based on Diagonally
		  Implicit Symplectic {Runge-Kutta} Methods},
  pdf = {http://garcke.ins.uni-bonn.de/research/pub/HJB_Time_Order_Revised.pdf 1},
  annote = {article,other},
  note = {to appear, also INS Preprint No. 1710}
}