Systems of variational inequalities with interconnected obstacles

R. Barkhudaryan, Diogo A. Gomes, H. Shahgholian, M. Salehi

Research output: Contribution to journalArticlepeer-review

2 Scopus citations


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.
Original languageEnglish (US)
JournalApplicable Analysis
StatePublished - 2020

Bibliographical note

KAUST Repository Item: Exported on 2020-10-01
Acknowledgements: 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.


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