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System of variational inequalities with interconnected obstacles

Published:2020-04-26 Issue: Volume: Page:1-24
ISSN:0003-6811
Container-title:Applicable Analysis
language:en
Short-container-title:Applicable Analysis

Author:

Barkhudaryan R.¹²^ORCID,Gomes D.A.³,Shahgholian H.⁴,Salehi M.⁵

Affiliation:

1. Institute of Mathematics, NAS, Yerevan, Armenia

2. Faculty of Mathematics and Mechanics, Yerevan State University, Yerevan, Armenia

3. CEMSE Division, King Abdullah University of Science and Technology (KAUST), Thuwal, Saudi Arabia

4. Department of Mathematics, The Royal Institute of Technology, Stockholm, Sweden

5. Department of Mathematics, Statistics and Physics, Qatar University, Doha, Qatar

Publisher

Informa UK Limited

Subject

Applied Mathematics,Analysis

Link

https://www.tandfonline.com/doi/pdf/10.1080/00036811.2020.1757076

Reference28 articles.

1. Optimal stochastic switching and the Dirichlet problem for the Bellman equation

2. Nonlinear PDE's for stochastic optimal control with switchings and impulses

3. A System of Nonlinear Partial Differential Equations Arising in the Optimal Control of Stochastic Systems with Switching Costs

4. A system of parabolic variational inequalities associated with a stochastic switching game

5. A system of elliptic variational inequalities associated with a stochastic switching game

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1. Systems of Fully Nonlinear Parabolic Obstacle Problems with Neumann Boundary Conditions;Applied Mathematics & Optimization;2022-07-06

2. Management strategies for run-of-river hydropower plants: an optimal switching approach;Optimization and Engineering;2021-09-05

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