Many sequential decision problems can be formulated as Markov decision processes (MDPs) where the optimal value function (or cost-to-go function) can be shown to satisfy a monotone structure in some ...

This paper is concerned with numerical methods for a class of two-dimensional quasilinear elliptic boundary value problems. A compact finite difference method with a nonisotropic mesh is proposed for ...

Absolute value equations (AVEs), characterised by the inclusion of absolute value functions in the variables, present inherently non‐smooth and computationally challenging problems that are often ...