Pages that link to "Item:Q963029"

The following pages link to Switching problem and related system of reflected backward SDEs (Q963029):

Displaying 17 items.

• Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
• Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
• MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)
• Systems of fully nonlinear degenerate elliptic obstacle problems with Dirichlet boundary conditions (Q6046846) (← links)
• A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
• Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem (Q6090797) (← links)
• Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers (Q6102343) (← links)
• Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions (Q6103308) (← links)
• Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121) (← links)
• Multi-dimensional BSDEs with mean reflection (Q6137382) (← links)
• System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains (Q6166344) (← links)
• Deep signature algorithm for multidimensional path-dependent options (Q6496949) (← links)
• Diagonally quadratic BSDE with oblique reflection and optimal switching (Q6615472) (← links)
• \(L^p\)-solutions of multi-dimensional oblique reflected BSDEs and optimal switching problem on finite or infinite time horizon (Q6639499) (← links)
• Infinite horizon impulse control of stochastic functional differential equations driven by Lévy processes (Q6647795) (← links)
• Stochastic optimal switching and systems of variational inequalities with interconnected obstacles (Q6657899) (← links)
• Pairs trading under a mean reversion model with regime switching (Q6668654) (← links)