Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness
scientific article

    Statements

    Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (English)
    0 references
    0 references
    0 references
    13 November 2014
    0 references
    variational inequalities
    0 references
    viscosity solutions
    0 references
    optimal switching problems
    0 references
    integro-partial differential operator
    0 references
    Lévy processes
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references