Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307): Difference between revisions

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+A PDE approach to regularity of solutions to finite horizon optimal switching problems
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+Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes
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+Schauder estimates, Harnack inequality and Gaussian lower bound for Kolmogorov-type operators in non-divergence form
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+ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT
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+A Finite Horizon Optimal Multiple Switching Problem
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+Hypoelliptic second order differential equations
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+Q3978270
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+Optimal Switching over Multiple Regimes
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+Q3997782
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