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

DOI10.1016/0362-546X(85)90051-3zbMath0552.49010MaRDI QIDQ3345330

Naoki Yamada

Publication date: 1985

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

bilateral parabolic variational inequalities

Mathematics Subject Classification ID

Related Items (1)

System of variational inequalities with interconnected obstacles

Cites Work

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• Résolution analytique des problèmes de Bellman-Dirichlet
• A system of elliptic variational inequalities associated with a stochastic switching game
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• The parabolic bellman equation
• Le problème de Cauchy pour les équations de Hamilton-Jacobi-Bellman

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