Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching

DOI10.1016/J.JMAA.2018.11.003MaRDI QIDQ2633720zbMATH OpenOpenAlexWikidataFDO

Authors Niklas L. P. Lundström, Marcus Olofsson, Thomas Önskog

Publication date 10 May 2019

Published in Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.04665

zbMATH Keywords

regularityvariational inequalityviscosity solutionnonlocal operatoroptimal switching problempartial integro-differential operator

Mathematics Subject Classification ID

Partial differential equations (35-XX) Systems theory; control (93-XX)

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Cites work

• A ``maximum principle for semicontinuous functions applicable to integro-partial differential equations
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• Multi-dimensional BSDE with oblique reflection and optimal switching
• Nonlinear oblique derivative problems for singular degenerate parabolic equations on a general domain
• Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form
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• Viscosity solutions for a system of PDEs and optimal switching
• Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes
• Viscosity solutions for second order integro-differential equations without monotonicity condition: the probabilistic approach
• Viscosity solutions of second order integral-partial differential equations without monotonicity condition: A new result
• Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem

Cited in

(12)

• Obstacle problems for nonlocal operators
• System of variational inequalities with interconnected obstacles
• Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition
• System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains
• Systems of fully nonlinear degenerate elliptic obstacle problems with Dirichlet boundary conditions
• Systems of fully nonlinear parabolic obstacle problems with Neumann boundary conditions
• Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness
• Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process
• Optimal regularity in the optimal switching problem
• Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching
• Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions
• Management strategies for run-of-river hydropower plants: an optimal switching approach

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