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

DOI10.1016/0362-546X(85)90051-3zbMATH Open0552.49010MaRDI QIDQ3345330FDOQ3345330

Authors: N. 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

Nonlinear parabolic equations (35K55) Variational inequalities (49J40) Stopping times; optimal stopping problems; gambling theory (60G40) Optimal stopping in statistics (62L15) Unilateral problems for linear parabolic equations and variational inequalities with linear parabolic operators (35K85) Probabilistic games; gambling (91A60)

Cites Work

• Title not available (Why is that?)
• Optimal Stochastic Switching and the Dirichlet Problem for the Bellman Equation
• Title not available (Why is that?)
• The parabolic bellman equation
• A system of elliptic variational inequalities associated with a stochastic switching game
• Résolution analytique des problèmes de Bellman-Dirichlet
• Le problème de Cauchy pour les équations de Hamilton-Jacobi-Bellman

Cited In (2)

• Title not available (Why is that?)
• System of variational inequalities with interconnected obstacles

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