The FD= and FDHESSIAN= options specify the use of finite difference approximations of the derivatives. The FD= option specifies that all derivatives are approximated using function evaluations, and ...
On the Asymptotic Optimality of Finite Approximations to Markov Decision Processes with Borel Spaces
Mathematics of Operations Research, Vol. 42, No. 4 (November 2017), pp. 945-978 (34 pages) Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) ...
The stress-displacement-pressure formulation of the elasticity problem may suffer from two types of numerical instabilities related to the finite element interpolation of the unknowns. The first is ...
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