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AuthorBarkhudaryan, R.
AuthorGomes, D. A.
AuthorShahgholian, H.
AuthorSalehi, M.
Available date2022-03-21T05:23:58Z
Publication Date2020-01-01
Publication NameApplicable Analysis
Identifierhttp://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
ISSN0003-6811
URIhttps://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85085053000&origin=inward
URIhttp://hdl.handle.net/10576/28367
AbstractOur 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.
Languageen
PublisherTaylor and Francis
Subjectfree boundaries
interconnected obstacles
Optimal switching
viscosity solution
TitleSystem of variational inequalities with interconnected obstacles
TypeArticle
Pagination605-628
Issue Number2
Volume Number101
ESSN1563-504X
dc.accessType Full Text


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