3 papers
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…
math.OC2018
Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem without Monotonicity Condition
Said Hamadène, Mohamed Mnif, Sarah Neffati
We show the existence and uniqueness of a continuous viscosity solution of a system of partial differential equations (PDEs for short) without assuming the usual monotonicity condi…