Pages that link to "Item:Q963029"
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The following pages link to Switching problem and related system of reflected backward SDEs (Q963029):
Displayed 30 items.
- Optimal switching at Poisson random intervention times (Q316899) (← links)
- An existence theorem for multidimensional BSDEs with mixed reflections (Q338066) (← links)
- Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem (Q358616) (← links)
- BSDEs with monotone generator and two irregular reflecting barriers (Q390828) (← links)
- Multi-player stopping games with redistribution of payoffs and BSDEs with oblique reflection (Q402722) (← links)
- Time discretization and quantization methods for optimal multiple switching problem (Q424519) (← links)
- Discrete-time approximation of multidimensional BSDEs with oblique reflections (Q433900) (← 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)
- Systems of integro-PDEs with interconnected obstacles and multi-modes switching problem driven by Lévy process (Q889849) (← links)
- Probabilistic representation and approximation for coupled systems of variational inequalities (Q988112) (← 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)
- Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form (Q1670266) (← links)
- BSDEs with mean reflection (Q1751973) (← links)
- A Brownian optimal switching problem under incomplete information (Q1990035) (← links)
- The use of generation stochastic models to study an epidemic disease (Q2360498) (← links)
- On the equality of solutions of max-min and min-max systems of variational inequalities with interconnected bilateral obstacles (Q2400647) (← links)
- Backward doubly SDEs and semilinear stochastic PDEs in a convex domain (Q2402424) (← links)
- Existence, uniqueness and approximation for \(L^p\) solutions of reflected BSDEs with generators of one-sided Osgood type (Q2403995) (← links)
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← links)
- Reflected BSDE of Wiener-Poisson type in time-dependent domains (Q2811918) (← links)
- Robust Feedback Switching Control: Dynamic Programming and Viscosity Solutions (Q2822795) (← links)
- BUY-LOW AND SELL-HIGH INVESTMENT STRATEGIES (Q2847244) (← links)
- <i>L</i><sup><i>p</i></sup>-Solutions for Doubly Reflected Backward Stochastic Differential Equations (Q3114564) (← links)
- BSDE representations for optimal switching problems with controlled volatility (Q5170133) (← links)
- Stochastic Control Representations for Penalized Backward Stochastic Differential Equations (Q5254887) (← links)
- Ergodicity of Robust Switching Control and Nonlinear System of Quasi-Variational Inequalities (Q5270333) (← links)
- MULTIDIMENSIONAL DYNAMIC RISK MEASURE VIA CONDITIONAL <i>g</i>‐EXPECTATION (Q5739194) (← links)