System of variational inequalities with interconnected obstacles

DOI10.1080/00036811.2020.1757076MaRDI QIDQ5065523zbMATH OpenOpenAlexFDO

Authors

Publication date 22 March 2022

Published in Applicable Analysis (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/10754/662305

zbMATH Keywords

free boundariesinterconnected obstaclesoptimal switchingviscosity solution

Mathematics Subject Classification ID

Variational inequalities (49J40) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Stopping times; optimal stopping problems; gambling theory (60G40) Interest rates, asset pricing, etc. (stochastic models) (91G30) Optimal stochastic control (93E20)

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Cites work

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Cited in

(3)

• Systems of fully nonlinear parabolic obstacle problems with Neumann boundary conditions
• Management strategies for run-of-river hydropower plants: an optimal switching approach
• Systems of quasi-variational inequalities related to the switching problem

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