Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstacles (Q3099666)
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scientific article; zbMATH DE number 5984139
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| English | Optimal switching, systems of reflected BSDEs and systems of variational inequalities with inter-connected obstacles |
scientific article; zbMATH DE number 5984139 |
Statements
1 December 2011
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optimal control
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multiple switching models
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verification theorem
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variational inequalities
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inter-connected obstacles
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backward stochastic differential equations
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oblique reflection
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0.86040198802948
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0.858648955821991
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0.855693519115448
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0.8477484583854675
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