Viscosity solutions associated with switching game for piecewise-deterministic processes

DOI10.1080/17442509208833744zbMath0769.49025OpenAlexW2072574064MaRDI QIDQ3991734

Naoki Yamada, Suzanne M. Lenhart

Publication date: 28 June 1992

Published in: Stochastics and Stochastic Reports (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/17442509208833744

zbMATH Keywords

switching gamegeneralized viscosity solutionlinear system of integro-differential equationsbilateral implicit obstacles

Mathematics Subject Classification ID

Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Probabilistic games; gambling (91A60)

Related Items (7)

Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type ⋮ Exploration and exhaustibility in dynamic Cournot games ⋮ Viscosity solutions for monotone systems of second–order elliptic PDES ⋮ Weakly coupled systems of fully nonlinear parabolic equations in the Heisenberg group ⋮ User’s guide to viscosity solutions of second order partial differential equations ⋮ Homogenization of weakly coupled systems of Hamilton-Jacobi equations with fast switching rates ⋮ A convergent scheme for a non-local coupled system modelling dislocations densities dynamics

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