Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2592216957 / rank | |||
Normal rank | |||
Revision as of 02:22, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multi-dimensional BSDE with oblique reflection and optimal switching |
scientific article |
Statements
Multi-dimensional BSDE with oblique reflection and optimal switching (English)
0 references
12 April 2010
0 references
multi-dimensional backward stochastic differential equation
0 references
penalization method
0 references
monotone convergence
0 references
a priori estimates
0 references
optimal switching problem
0 references
viscosity solution
0 references
