Pages that link to "Item:Q963029"
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The following pages link to Switching problem and related system of reflected backward SDEs (Q963029):
Displaying 50 items.
- Optimal switching at Poisson random intervention times (Q316899) (← links)
- An existence theorem for multidimensional BSDEs with mixed reflections (Q338066) (← links)
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
- BSDEs with monotone generator and two irregular reflecting barriers (Q390828) (← links)
- Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
- Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888) (← links)
- Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307) (← links)
- A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← links)
- Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
- Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112) (← links)
- Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
- An investment model with switching costs and the option to abandon (Q1631180) (← links)
- Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928) (← links)
- Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form (Q1670266) (← links)
- BSDEs with mean reflection (Q1751973) (← links)
- A Brownian optimal switching problem under incomplete information (Q1990035) (← links)
- Quadratic BSDEs with mean reflection (Q2001551) (← links)
- Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
- Obliquely reflected backward stochastic differential equations (Q2028961) (← links)
- On the finite horizon optimal switching problem with random lag (Q2045122) (← links)
- Switching problems with controlled randomisation and associated obliquely reflected BSDEs (Q2066958) (← links)
- Robust classical-impulse stochastic control problems in an infinite horizon (Q2084303) (← links)
- Quadratic mean-field reflected BSDEs (Q2096186) (← links)
- Sequential systems of reflected backward stochastic differential equations with application to impulse control (Q2156342) (← links)
- Reflected BSDEs in non-convex domains (Q2159261) (← links)
- Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081) (← links)
- Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
- \(L^1\) solutions of non-reflected BSDEs and reflected BSDEs with one and two continuous barriers under general assumptions (Q2274207) (← links)
- Stochastic hybrid differential games and match race problems (Q2287801) (← links)
- A two-scale scheme for finite horizon switching problems with delays (Q2288713) (← links)
- A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
- Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
- \(\mathbb{L}^2\)-solutions for reflected BSDEs with jumps under monotonicity and general growth conditions: a penalization method (Q2321007) (← links)
- The use of generation stochastic models to study an epidemic disease (Q2360498) (← links)
- On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
- Backward doubly SDEs and semilinear stochastic PDEs in a convex domain (Q2402424) (← links)
- Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995) (← links)
- Systems of quasi-variational inequalities related to the switching problem (Q2419971) (← links)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)
- Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (Q2685236) (← links)
- Reflected BSDE of Wiener-Poisson type in time-dependent domains (Q2811918) (← links)
- Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
- BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
- <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
- On a switching control problem with càdlàg costs (Q5086897) (← links)
- BSDE representations for optimal switching problems with controlled volatility (Q5170133) (← links)
- A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942) (← links)
- Systems of BSDES with oblique reflection and related optimal switching problems (Q5228832) (← links)
