Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307)
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scientific article; zbMATH DE number 6342902
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| English | Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type |
scientific article; zbMATH DE number 6342902 |
Statements
Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (English)
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11 September 2014
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obstacle problem
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Kolmogorov equation
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reflected backward stochastic differential equation
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sub- and supersolutions
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0.8679457306861877
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0.7955945730209351
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0.7935418486595154
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0.7835721969604492
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0.7816816568374634
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