Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616): Difference between revisions

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+Marie-Amélie Morlais
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+MaRDI publication profile
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+W3105343238
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+.2689
@@ Property / arXiv ID: 1104.2689 / rank @@
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@@ Property / cites work @@
+Viscosity solutions of Hamilton-Jacobi equations
@@ Property / cites work: Viscosity solutions of Hamilton-Jacobi equations / rank @@
+Normal rank
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+A stochastic target formulation for optimal switching problems in finite horizon
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+Pricing Asset Scheduling Flexibility using Optimal Switching
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+Valuation of energy storage: an optimal switching approach
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+The finite horizon optimal multi-modes switching problem: the viscosity solution approach
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+On the Starting and Stopping Problem: Application in Reversible Investments
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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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+Q3978270
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+Adapted solution of a backward stochastic differential equation
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