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System of variation...
Abstract
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- 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.
Subject headings
- SAMHÄLLSVETENSKAP -- Utbildningsvetenskap -- Didaktik (hsv//swe)
- SOCIAL SCIENCES -- Educational Sciences -- Didactics (hsv//eng)
Keyword
- free boundaries
- interconnected obstacles
- Optimal switching
- viscosity solution
Publication and Content Type
- ref (subject category)
- art (subject category)
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