Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888): Difference between revisions

@@ Property / arXiv ID @@
+.4520
@@ Property / arXiv ID: 1306.4520 / rank @@
+Normal rank
@@ Property / cites work @@
+Second-order elliptic integro-differential equations: viscosity solutions' theory revisited
+Normal rank
@@ Property / cites work @@
+Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes
+Normal rank
@@ Property / cites work @@
+ON A FINITE HORIZON STARTING AND STOPPING PROBLEM WITH RISK OF ABANDONMENT
+Normal rank
@@ Property / cites work @@
+A Finite Horizon Optimal Multiple Switching Problem
+Normal rank
@@ Property / cites work @@
+The finite horizon optimal multi-modes switching problem: the viscosity solution approach
+Normal rank
@@ Property / cites work @@
+Multi-dimensional BSDE with oblique reflection and optimal switching
+Normal rank
@@ Property / cites work @@
+Switching problem and related system of reflected backward SDEs
+Normal rank
@@ Property / cites work @@
+Q3978270
@@ Property / cites work: Q3978270 / rank @@
+Normal rank
@@ Property / cites work @@
+A ``maximum principle for semicontinuous functions'' applicable to integro-partial differential equations
+Normal rank
@@ Property / cites work @@
+Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type
+Normal rank
@@ Property / cites work @@
+Optimal stopping, free boundary, and American option in a jump-diffusion model
+Normal rank