Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type
DOI10.1007/s10884-017-9623-1zbMath1406.49041arXiv1507.05013OpenAlexW2606010248MaRDI QIDQ1616373
Publication date: 6 November 2018
Published in: Journal of Dynamics and Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1507.05013
viscosity solutionPerron's methodHamilton-Jacobi-Bellman-Isaacs equationbackward stochastic differential equation (SDE)non-local variational inequalitiesswitching zero-sum games
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Differential games and control (49N70) Dynamic programming (90C39) Optimal stochastic control (93E20) Existence of solutions for minimax problems (49J35) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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