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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+Marie-Amélie Morlais
@@ Property / author: Marie-Amélie Morlais / rank @@
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+MaRDI publication profile
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+W3105343238
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@@ Property / arXiv ID @@
+.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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+A note on existence and uniqueness for solutions of multidimensional reflected BSDEs
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+Discrete-time approximation of multidimensional BSDEs with oblique reflections
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+User’s guide to viscosity solutions of second order partial differential equations
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+A Finite Horizon Optimal Multiple Switching Problem
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+Probabilistic representation and approximation for coupled systems of variational inequalities
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+Reflected solutions of backward SDE's, and related obstacle problems for PDE's
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+Backward Stochastic Differential Equations in Finance
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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
@@ Property / cites work: Q3978270 / rank @@
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+Adapted solution of a backward stochastic differential equation
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+Monotonic limit theorem of BSDE and nonlinear decomposition theorem of Doob-Meyer's type
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+Valuation of power plants by utility indifference and numerical computation
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+Finite horizon stochastic optimal switching and impulse controls with a viscosity solution approach
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+A Problem of Sequential Entry and Exit Decisions Combined with Discretionary Stopping
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@@ links / mardi / name / links / mardi / name @@
+Publication:358616