Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928): Difference between revisions

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+https://doi.org/10.1016/j.spl.2018.01.006
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+W2787895694
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@@ Property / cites work @@
+Backward stochastic differential equations with reflection and Dynkin games
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+A Finite Horizon Optimal Multiple Switching Problem
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+Viscosity solutions for a system of PDEs and optimal switching
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+The finite horizon optimal multi-modes switching problem: the viscosity solution approach
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Reflected backward stochastic differential equations with jumps in time-dependent random convex domains
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+Equations différentielles stochastiques rétrogrades réfléchies dans un convexe
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+Switching problem and related system of reflected backward SDEs
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+Multi-dimensional BSDE with oblique reflection and optimal switching
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+Switching game of backward stochastic differential equations and associated system of obliquely reflected backward stochastic differential equations
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+A generalized existence theorem of BSDEs
@@ Property / cites work: A generalized existence theorem of BSDEs / rank @@
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+Reflected BSDEs in time-dependent convex regions
@@ Property / cites work: Reflected BSDEs in time-dependent convex regions / rank @@
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+Reflected BSDE of Wiener-Poisson type in time-dependent domains
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+Reflected backward stochastic differential equations with jumps
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+Reflected backward stochastic differential equations in an orthant
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+An existence theorem for multidimensional BSDEs with mixed reflections
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+A generalized existence theorem of reflected BSDEs with double obstacles
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+Publication:1640928