A system of elliptic variational inequalities associated with a stochastic switching game

zbMath0511.49004MaRDI QIDQ1838701

Naoki Yamada

Publication date: 1983

Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

bilateral variational inequalitiesstochastic switching game

Mathematics Subject Classification ID

Variational inequalities (49J40) Optimal stochastic control (93E20) Variational methods for elliptic systems (35J50) Probabilistic games; gambling (91A60) Existence of optimal solutions to problems involving randomness (49J55)

Related Items (9)

Numerical solution of quasi-variational inequalities arising in stochastic game theory ⋮ System of variational inequalities with interconnected obstacles ⋮ Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications ⋮ Differential games with switching strategies ⋮ Viscosity solutions of nonlinear systems of degenerated elliptic equations of second order ⋮ A remark on a system of inequalities with bilateral obstacles ⋮ A system of parabolic variational inequalities associated with a stochastic switching game ⋮ The dynamic programming equations for stochastic games with discrete actions ⋮ Zero-sum differential games involving impulse controls

This page was built for publication: A system of elliptic variational inequalities associated with a stochastic switching game