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zbMath1237.93178MaRDI QIDQ3099666

Said Hamadène

Publication date: 1 December 2011

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

optimal control variational inequalities backward stochastic differential equations verification theorem oblique reflection inter-connected obstacles multiple switching models

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variational inequalities (49J40) Optimal stochastic control (93E20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Existence of optimal solutions to problems involving randomness (49J55)

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