Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles (Q3448365): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles |
scientific article |
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Viscosity Solutions of Systems of Variational Inequalities with Interconnected Bilateral Obstacles (English)
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23 October 2015
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variational inequalities
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interconnected bilateral obstacles
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switching games
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viscosity solutions
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oblique reflection
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penalization
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backward stochastic differential equations
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Bellman-Isaacs equation
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Perron's method
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