A system of elliptic variational inequalities associated with a stochastic switching game
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Publication:1838701
zbMath0511.49004MaRDI QIDQ1838701
Publication date: 1983
Published in: Hiroshima Mathematical Journal (Search for Journal in Brave)
Variational inequalities (49J40) Optimal stochastic control (93E20) Variational methods for elliptic systems (35J50) Probabilistic games; gambling (91A60) Existence of optimal solutions to problems involving randomness (49J55)
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