Pages that link to "Item:Q2380763"
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The following pages link to Multi-dimensional BSDE with oblique reflection and optimal switching (Q2380763):
Displaying 31 items.
- Forward-backward stochastic differential equation with subdifferential operator and associated variational inequality (Q2515304) (← 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)
- Swing Options Valuation: A BSDE with Constrained Jumps Approach (Q2917441) (← links)
- Anticipated backward stochastic variational inequalities with generalized reflection (Q4598554) (← 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)
- Infinite horizon impulse control problem with jumps and continuous switching costs (Q5084316) (← links)
- On a switching control problem with càdlàg costs (Q5086897) (← links)
- BSDE representations for optimal switching problems with controlled volatility (Q5170133) (← links)
- A probabilistic verification theorem for the finite horizon two-player zero-sum optimal switching game in continuous time (Q5203942) (← links)
- Systems of BSDES with oblique reflection and related optimal switching problems (Q5228832) (← 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)
- 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)
- Probabilistic representation of viscosity solutions to quasi-variational inequalities with non-local drivers (Q6102343) (← links)
- Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without monotonicity conditions (Q6103308) (← links)
- Zero-sum stochastic differential games of impulse versus continuous control by FBSDEs (Q6111121) (← links)
- Multi-dimensional BSDEs with mean reflection (Q6137382) (← links)
- Reflected backward stochastic difference equations and optimal stopping problems under \(g\)-expectation (Q6137386) (← links)
- Numerical methods for backward stochastic differential equations: a survey (Q6158181) (← links)
- Principal-agent problem with multiple principals (Q6164111) (← 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)
- Doubly reflected BSDEs driven by RCLL martingales under stochastic Lipschitz coefficient (Q6540653) (← links)
- The mean field optimal switching problem: variational inequality approach (Q6588548) (← links)
- Diagonally quadratic BSDE with oblique reflection and optimal switching (Q6615472) (← links)
- \(L^p\)-solutions of multi-dimensional oblique reflected BSDEs and optimal switching problem on finite or infinite time horizon (Q6639499) (← links)
- Stochastic optimal switching and systems of variational inequalities with interconnected obstacles (Q6657899) (← links)
