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Multidimensional BSDEs with Mixed Reflections and Balance Sheet Optimal Switching Problem.

, , , и . ICCS (7), том 12143 из Lecture Notes in Computer Science, стр. 575-589. Springer, (2020)

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Multidimensional BSDEs with Mixed Reflections and Balance Sheet Optimal Switching Problem., , , и . ICCS (7), том 12143 из Lecture Notes in Computer Science, стр. 575-589. Springer, (2020)Viscosity solutions for a system of PDEs and optimal switching., и . IMA J. Math. Control. Inf., 34 (3): 937-960 (2017)