System of variational inequalities with interconnected obstacles
| Author | Barkhudaryan, R. |
| Author | Gomes, D. A. |
| Author | Shahgholian, H. |
| Author | Salehi, M. |
| Available date | 2022-03-21T05:23:58Z |
| Publication Date | 2020-01-01 |
| Publication Name | Applicable Analysis |
| Identifier | http://dx.doi.org/10.1080/00036811.2020.1757076 |
| Citation | : R. Barkhudaryan, D.A. Gomes, H. Shahgholian & M. Salehi (2022) System of variational inequalities with interconnected obstacles, Applicable Analysis, 101:2, 605-628, DOI: 10.1080/00036811.2020.1757076 |
| ISSN | 0003-6811 |
| Abstract | Our objective with this paper is to discuss multi-switching problems, arising as variational inequalities, that models decision under uncertainty. We prove general existence theory through monotone scheme and discuss iterative methods for numerical results. We also connect the recently developed models for asset bubbles (which is a non-local problem) to switching problems with two possible switching cases. |
| Language | en |
| Publisher | Taylor and Francis |
| Subject | free boundaries interconnected obstacles Optimal switching viscosity solution |
| Type | Article |
| Pagination | 605-628 |
| Issue Number | 2 |
| Volume Number | 101 |
| ESSN | 1563-504X |
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Mathematics, Statistics & Physics [740 items ]