Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307): Difference between revisions
From MaRDI portal
Latest revision as of 01:34, 9 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type |
scientific article |
Statements
Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (English)
0 references
11 September 2014
0 references
obstacle problem
0 references
Kolmogorov equation
0 references
reflected backward stochastic differential equation
0 references
sub- and supersolutions
0 references
0 references
0 references
0 references
0 references
0 references