The mathematical theory for optimal switching is by now relatively well developed, but the
number of concrete applications of this theoretical framework remains few. In this paper, we …

In this paper, we prove existence and uniqueness of viscosity solutions to the following
system: For i∈ 1, 2,⋯, m min {F (y, x, ui (y, x), D ui (y, x), D 2 ui (y, x)), ui (y, x)-max j≠ i (uj (y …

We prove the existence of a unique viscosity solution to certain systems of fully nonlinear
parabolic partial differential equations with interconnected obstacles in the setting of …

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 …

In this paper, we study a system of second order integro-partial differential equations with
interconnected obstacles with non-local terms, related to an optimal switching problem with …