On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles |
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On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (English)
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29 August 2017
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switching zero-sum game
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PDEs with obstacles
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reflected backward stochastic differential equation
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Hamilton-Jacobi-Bellman-Isaacs equation
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