Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (Q741307)
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scientific article; zbMATH DE number 6342902
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type |
scientific article; zbMATH DE number 6342902 |
Statements
Systems of variational inequalities in the context of optimal switching problems and operators of Kolmogorov type (English)
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11 September 2014
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obstacle problem
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Kolmogorov equation
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reflected backward stochastic differential equation
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sub- and supersolutions
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