System of variational inequalities with interconnected obstacles
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Publication:5065523
DOI10.1080/00036811.2020.1757076zbMath1492.60101OpenAlexW3020640914MaRDI QIDQ5065523
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Publication date: 22 March 2022
Published in: Applicable Analysis (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/10754/662305
Variational inequalities (49J40) Optimal stochastic control (93E20) Stopping times; optimal stopping problems; gambling theory (60G40) Interest rates, asset pricing, etc. (stochastic models) (91G30) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
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