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Applicable Analysis
An International Journal
Volume 101, 2022 - Issue 2
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Articles

System of variational inequalities with interconnected obstacles

ORCID Icon, , &
Pages 605-628 | Received 07 Nov 2018, Accepted 09 Apr 2020, Published online: 26 Apr 2020
 

Abstract

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.

2010 Mathematics Subject Classifications:

Acknowledgments

This work was partially supported by Qatar National Research Fund (a member of Qatar Foundation) [grant number NPRP 5-088-1-021]. The statements made herein are solely the responsibility of the authors.

Disclosure statement

No potential conflict of interest was reported by the authors.

Notes

1 Apply the maximum principle to uiε±Cv, for large values of C, and v solving Δv=1, with zero boundary data.

Additional information

Funding

This work was partially supported by Qatar National Research Fund (a member of Qatar Foundation) [grant number NPRP 5-088-1-021].

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