Pages that link to "Item:Q358616"

The following pages link to Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616):

Displaying 29 items.

• Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307) (← links)
• Stochastic impulse control problem with state and time dependent cost functions (Q829001) (← links)
• Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
• Viscosity solutions of systems of variational inequalities with interconnected bilateral obstacles of non-local type (Q1616373) (← links)
• A Brownian optimal switching problem under incomplete information (Q1990035) (← links)
• Rate of convergence for the discrete-time approximation of reflected BSDEs arising in switching problems (Q2010492) (← links)
• Systems of fully nonlinear parabolic obstacle problems with Neumann boundary conditions (Q2156350) (← links)
• Management strategies for run-of-river hydropower plants: an optimal switching approach (Q2168644) (← links)
• Systems of reflected BSDEs with interconnected bilateral obstacles: existence, uniqueness and applications (Q2183081) (← links)
• Stochastic hybrid differential games and match race problems (Q2287801) (← links)
• A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
• Optimal switching problems with an infinite set of modes: an approach by randomization and constrained backward SDEs (Q2309600) (← links)
• On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
• Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching (Q2633720) (← links)
• Viscosity solutions of system of PDEs with interconnected obstacles and nonlinear Neumann boundary conditions (Q2685236) (← links)
• A full balance sheet two-mode optimal switching problem (Q2804000) (← links)
• Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
• Finite-Horizon Optimal Multiple Switching with Signed Switching Costs (Q2833110) (← links)
• On a switching control problem with càdlàg costs (Q5086897) (← links)
• A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942) (← links)
• Systems of fully nonlinear degenerate elliptic obstacle problems with Dirichlet boundary conditions (Q6046846) (← links)
• Infinite horizon multi-dimensional BSDE with oblique reflection and switching problem (Q6090797) (← links)
• Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers (Q6102343) (← links)
• Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions (Q6103308) (← links)
• Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121) (← links)
• Minimal solutions of master equations for extended mean field games (Q6130537) (← links)
• System of nonlinear second-order parabolic partial differential equations with interconnected obstacles and oblique derivative boundary conditions on non-smooth time-dependent domains (Q6166344) (← links)
• Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching (Q6556594) (← links)
• Stochastic optimal switching and systems of variational inequalities with interconnected obstacles (Q6657899) (← links)