Pages that link to "Item:Q708865"
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The following pages link to Viscosity solutions for a system of integro-PDEs and connections to optimal switching and control of jump-diffusion processes (Q708865):
Displaying 35 items.
- Error estimates for second order Hamilton-Jacobi-Bellman equations. Approximation of probabilistic reachable sets (Q255791) (← links)
- Integro-PDE in Hilbert spaces: existence of viscosity solutions (Q345036) (← links)
- Continuous dependence estimates and homogenization of quasi-monotone systems of fully nonlinear second order parabolic equations (Q435086) (← links)
- Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888) (← links)
- A piecewise deterministic Markov toy model for traffic/maintenance and associated Hamilton-Jacobi integrodifferential systems on networks (Q517928) (← links)
- Relationship between MP and DPP for the stochastic optimal control problem of jump diffusions (Q535333) (← links)
- Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307) (← 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)
- Uniqueness for integro-PDE in Hilbert spaces (Q1935429) (← links)
- Approximation schemes for mixed optimal stopping and control problems with nonlinear expectations and jumps (Q2041006) (← links)
- Optimal oil production and taxation under mean reverting jump diffusion models (Q2059945) (← links)
- Regularity results for solutions of mixed local and nonlocal elliptic equations (Q2081440) (← 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)
- Stochastic representations for solutions to parabolic Dirichlet problems for nonlocal Bellman equations (Q2299580) (← links)
- Perron's method for nonlocal fully nonlinear equations (Q2362327) (← links)
- Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching (Q2633720) (← links)
- Mixed local and nonlocal equation with singular nonlinearity having variable exponent (Q2688864) (← links)
- Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
- On the Rate of Convergence for Monotone Numerical Schemes for Nonlocal Isaacs Equations (Q4633793) (← links)
- Mixed local and nonlocal elliptic operators: regularity and maximum principles (Q5067724) (← links)
- Linear theory for a mixed operator with Neumann conditions (Q5081943) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
- Semilinear elliptic equations involving mixed local and nonlocal operators (Q5152538) (← links)
- Viscosity solutions to Hamilton-Jacobi-Bellman equations associated with sublinear L\'evy(-type) processes (Q5742619) (← links)
- A Neural Network Approach to High-Dimensional Optimal Switching Problems with Jumps in Energy Markets (Q6070671) (← links)
- Existence-Uniqueness for Nonlinear Integro-differential Equations with Drift in \({\boldsymbol{\mathbb{R}}^{{\textrm{d}}}}\) (Q6073312) (← links)
- (Non)local logistic equations with Neumann conditions (Q6075022) (← links)
- A Faber-Krahn inequality for mixed local and nonlocal operators (Q6081429) (← links)
- Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions (Q6103308) (← links)
- A nonlocal type problem involving a mixed local and nonlocal operator (Q6152237) (← links)
- Some maximum principles for parabolic mixed local/nonlocal operators (Q6583765) (← links)
- Mixed local and nonlocal parabolic equation: global existence, decay and blow-up (Q6584845) (← links)
- On some regularity properties of mixed local and nonlocal elliptic equations (Q6652147) (← links)
