Existence, uniqueness and regularity of solutions to systems of nonlocal obstacle problems related to optimal switching

We study viscosity solutions to a system of nonlinear degenerate parabolic partial integro-differential equations with interconnected obstacles. This type of problem occurs in the context of optimal switching problems when the dynamics of the underlying state variable is described by an $n$-dimensio...

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Hauptverfasser:	Lundström, Niklas L. P, Olofsson, Marcus, Önskog, Thomas
Format:	Artikel
Sprache:	eng
Schlagworte:	Mathematics - Analysis of PDEs
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