Systems of variational inequalities with interconnected obstacles

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

Systems of variational inequalities with interconnected obstacles

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

Research output: Contribution to journal › Article › peer-review

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.

Original language	English (US)
Journal	Applicable Analysis
State	Published - 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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@article{368f34033a5e40368bf4edc55528e289,

title = "Systems of variational inequalities with interconnected obstacles",

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.",

author = "R. Barkhudaryan and Gomes, {Diogo A.} and H. Shahgholian and M. Salehi",

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.",

year = "2020",

language = "English (US)",

journal = "Applicable Analysis",

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TY - JOUR

T1 - Systems of variational inequalities with interconnected obstacles

AU - Barkhudaryan, R.

AU - Gomes, Diogo A.

AU - Shahgholian, H.

AU - Salehi, M.

N1 - 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.

PY - 2020

Y1 - 2020

N2 - 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.

AB - 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.

UR - http://hdl.handle.net/10754/662305

M3 - Article

JO - Applicable Analysis

JF - Applicable Analysis

ER -

Systems of variational inequalities with interconnected obstacles

Abstract

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