27 research outputs found
Viscosity solutions of systems of PDEs with interconnected obstacles and Multi modes switching problems
Full text linkThis paper deals with existence and uniqueness, in viscosity sense, of a
solution for a system of m variational partial differential inequalities with
inter-connected obstacles. A particular case of this system is the
deterministic version of the Verification Theorem of the Markovian optimal
m-states switching problem. The switching cost functions are arbitrary. This
problem is connected with the valuation of a power plant in the energy market.
The main tool is the notion of systems of reflected BSDEs with oblique
reflection.Comment: 36 page
Atmospheric Chemistry of α-Diketones: Kinetics of C 5 and C 6 Compounds with Cl Atoms and OH Radicals
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Atmospheric Chemistry of alpha-Diketones: Kinetics of C5 and C6 Compounds with Cl Atoms and OH Radicals
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PAH contaminated soil remediation by reusing an aqueous solution of cyclodextrins
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Atmospheric Chemistry of alpha-Diketones: Kinetics of C5 and C6 Compounds with Cl Atoms and OH Radicals
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Photodegradation of Phenanthrene Using TiO2 Suspensions For Drinking Water Treatment
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Photodegradation of Phenanthrene Using TiO2 Suspensions For Drinking Water Treatment
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Irreversible investments with delayed reaction: an application to generation re-dispatch in power system operation
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