Pages that link to "Item:Q843963"
From MaRDI portal
The following pages link to The finite horizon optimal multi-modes switching problem: the viscosity solution approach (Q843963):
Displaying 35 items.
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
- Systems of variational inequalities for non-local operators related to optimal switching problems: existence and uniqueness (Q470888) (← links)
- Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307) (← links)
- A finite horizon optimal switching problem with memory and application to controlled SDDEs (Q784786) (← 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)
- An investment model with switching costs and the option to abandon (Q1631180) (← links)
- Optimal switching problem and related system of BSDEs with left-Lipschitz coefficients and mixed reflections (Q1640928) (← links)
- A limited-feedback approximation scheme for optimal switching problems with execution delays (Q1650845) (← links)
- Reflected backward stochastic differential equations with perturbations (Q1661037) (← links)
- Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form (Q1670266) (← links)
- Optimal switching under a hybrid diffusion model and applications to stock trading (Q1797135) (← links)
- A Brownian optimal switching problem under incomplete information (Q1990035) (← links)
- On the finite horizon optimal switching problem with random lag (Q2045122) (← 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)
- Reflected BSDEs with jumps in time-dependent convex càdlàg domains (Q2229552) (← links)
- A two-scale scheme for finite horizon switching problems with delays (Q2288713) (← links)
- A balance sheet optimal multi-modes switching problem (Q2307822) (← links)
- On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
- Systems of quasi-variational inequalities related to the switching problem (Q2419971) (← links)
- Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation (Q2454075) (← 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)
- Reflected BSDE of Wiener-Poisson type in time-dependent domains (Q2811918) (← links)
- Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
- Infinite-Horizon Optimal Switching Regions for a Pair-Trading Strategy with Quadratic Risk Aversion Considering Simultaneous Multiple Switchings: A Viscosity Solution Approach (Q4991679) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
- One dimensional reflected BSDEs with two barriers under logarithmic growth and applications (Q5871413) (← 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)
- 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)
- The mean field optimal switching problem: variational inequality approach (Q6588548) (← links)
- Stochastic optimal switching and systems of variational inequalities with interconnected obstacles (Q6657899) (← links)
