Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type
DOI10.1007/s10231-013-0325-yzbMath1302.35226MaRDI QIDQ741307
Kaj Nyström, Niklas L. P. Lundström, Marcus Olofsson
Publication date: 11 September 2014
Published in: Annali di Matematica Pura ed Applicata. Serie Quarta (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10231-013-0325-y
sub- and supersolutions; obstacle problem; Kolmogorov equation; reflected backward stochastic differential equation
35B65: Smoothness and regularity of solutions to PDEs
49N60: Regularity of solutions in optimal control
35R60: PDEs with randomness, stochastic partial differential equations
49J20: Existence theories for optimal control problems involving partial differential equations
35K70: Ultraparabolic equations, pseudoparabolic equations, etc.
35D40: Viscosity solutions to PDEs
35B51: Comparison principles in context of PDEs
35K87: Unilateral problems for parabolic systems and systems of variational inequalities with parabolic operators
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