Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (Q2685236)
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scientific article; zbMATH DE number 7655395
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| English | Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions |
scientific article; zbMATH DE number 7655395 |
Statements
Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (English)
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20 February 2023
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generalized reflected backward stochastic differential equations
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viscosity solution of PDEs
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variational inequalities
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nonlinear Neumann boundary conditions
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optimal switching
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0.9256492257118224
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0.8702075481414795
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0.8595137000083923
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0.8547351956367493
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