Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition (Q4973525)
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scientific article; zbMATH DE number 7137899
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition |
scientific article; zbMATH DE number 7137899 |
Statements
Viscosity solutions of systems of PDEs with interconnected obstacles and switching problem without monotonicity condition (English)
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27 November 2019
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partial differential equations
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interconnected obstacles
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viscosity solution
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multi-modes switching
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HJB system
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reflected backward stochastic differential equations
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