{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,14]],"date-time":"2026-03-14T04:02:29Z","timestamp":1773460949309,"version":"3.50.1"},"reference-count":17,"publisher":"Society for Industrial & Applied Mathematics (SIAM)","issue":"1","content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["SIAM J. Numer. Anal."],"published-print":{"date-parts":[[2011,1]]},"DOI":"10.1137\/100797606","type":"journal-article","created":{"date-parts":[[2011,2,8]],"date-time":"2011-02-08T23:11:58Z","timestamp":1297206718000},"page":"213-231","source":"Crossref","is-referenced-by-count":25,"title":["A Penalty Method for the Numerical Solution of Hamilton\u2013Jacobi\u2013Bellman (HJB) Equations in Finance"],"prefix":"10.1137","volume":"49","author":[{"given":"J. H.","family":"Witte","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"C.","family":"Reisinger","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"351","reference":[{"key":"R1","doi-asserted-by":"crossref","first-page":"787","DOI":"10.57262\/die\/1356060597","volume":"16","author":"Amadori A. L.","year":"2003","journal-title":"Differential Integral Equations","ISSN":"https:\/\/id.crossref.org\/issn\/0893-4983","issn-type":"print"},{"key":"R2","doi-asserted-by":"publisher","DOI":"10.1080\/13504869500000005"},{"key":"R4","doi-asserted-by":"publisher","DOI":"10.1051\/m2an:2002002"},{"key":"R5","doi-asserted-by":"publisher","DOI":"10.1090\/S0025-5718-07-02000-5"},{"key":"R7","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/8.2.475"},{"key":"R8","doi-asserted-by":"publisher","DOI":"10.1016\/j.crma.2004.08.009"},{"key":"R9","doi-asserted-by":"publisher","DOI":"10.1090\/S0273-0979-1992-00266-5"},{"key":"R10","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-405X(02)00226-X"},{"key":"R13","doi-asserted-by":"crossref","first-page":"1","DOI":"10.21314\/JCF.2007.163","volume":"11","author":"Forsyth P. A.","year":"2007","journal-title":"J. Comput. Finance"},{"key":"R14","doi-asserted-by":"publisher","DOI":"10.1137\/S1064827500382324"},{"key":"R16","doi-asserted-by":"publisher","DOI":"10.1051\/m2an:2003041"},{"key":"R17","doi-asserted-by":"publisher","DOI":"10.1007\/s10107-007-0196-3"},{"key":"R18","doi-asserted-by":"publisher","DOI":"10.1137\/0328056"},{"key":"R20","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.1985.tb02383.x"},{"key":"R21","doi-asserted-by":"publisher","DOI":"10.1137\/S0363012902399824"},{"key":"R23","doi-asserted-by":"publisher","DOI":"10.1016\/j.automatica.2007.07.014"},{"key":"R25","doi-asserted-by":"publisher","DOI":"10.1137\/060675186"}],"container-title":["SIAM Journal on Numerical Analysis"],"original-title":[],"language":"en","link":[{"URL":"http:\/\/epubs.siam.org\/doi\/pdf\/10.1137\/100797606","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,6,5]],"date-time":"2023-06-05T04:39:14Z","timestamp":1685939954000},"score":1,"resource":{"primary":{"URL":"http:\/\/epubs.siam.org\/doi\/10.1137\/100797606"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2011,1]]},"references-count":17,"journal-issue":{"issue":"1","published-print":{"date-parts":[[2011,1]]}},"alternative-id":["10.1137\/100797606"],"URL":"https:\/\/doi.org\/10.1137\/100797606","relation":{},"ISSN":["0036-1429","1095-7170"],"issn-type":[{"value":"0036-1429","type":"print"},{"value":"1095-7170","type":"electronic"}],"subject":[],"published":{"date-parts":[[2011,1]]}}}