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math.AP2026
Viscosity solution of systems of integral-partial differential equations with interconnected obstacles without Monotonicity Conditions and infinite L{é}vy measure
Said Hamadène, Mohamed Mnif, Sarra Neffati
In this paper, we study a system of second-order integral-partial differential equations with interconnected obstacles. A particular case, is the Hamilton-Jacobi-Bellman (HJB for s…
math.AP2019
Viscosity solution of system of integro-partial differential equations with interconnected obstacles of non-local type without Monotonicity Conditions
Said Hamadène, Mohamed Mnif, Sarah Neffati
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…