A system of elliptic variational inequalities associated with a stochastic switching game

MaRDI QIDQ1838701zbMATH OpenFDO

Authors N. Yamada

Publication date 1983

Published in Hiroshima Mathematical Journal (Search for Journal in Brave)

zbMATH Keywords

bilateral variational inequalitiesstochastic switching game

Mathematics Subject Classification ID

Variational methods for elliptic systems (35J50) Variational inequalities (49J40) Existence of optimal solutions to problems involving randomness (49J55) Probabilistic games; gambling (91A60) Optimal stochastic control (93E20)

Cited in

(10)

• Zero-sum differential games involving impulse controls
• Numerical solution of quasi-variational inequalities arising in stochastic game theory
• The dynamic programming equations for stochastic games with discrete actions
• Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications
• A system of parabolic variational inequalities associated with a stochastic switching game
• System of variational inequalities with interconnected obstacles
• A remark on a system of inequalities with bilateral obstacles
• Viscosity solutions of nonlinear systems of degenerated elliptic equations of second order
• Stochastic zero-sum switching game problem with execution delay
• Differential games with switching strategies

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