Pages that link to "Item:Q988112"

The following pages link to Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112):

Displaying 10 items.

• Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
• Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← links)
• Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes (Q529424) (← links)
• Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
• Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
• Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
• Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
• On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
• A full balance sheet two-mode optimal switching problem (Q2804000) (← links)
• Optimal control of piecewise deterministic Markov processes: a BSDE representation of the value function (Q3177920) (← links)