Pages that link to "Item:Q433900"
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The following pages link to Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900):
Displaying 13 items.
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
- Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
- Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation (Q2454075) (← links)
- A full balance sheet two-mode optimal switching problem (Q2804000) (← links)
- Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← 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)
- Multi-dimensional BSDEs with mean reflection (Q6137382) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
