Pages that link to "Item:Q708865"

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 32 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)