{"@context":["https://w3id.org/fdo/context/v1",{"schema":"https://schema.org/","prov":"http://www.w3.org/ns/prov#","fdo":"https://w3id.org/fdo/vocabulary/"}],"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q2633673","@type":"DigitalObject","kernel":{"@id":"https://fdo.portal.mardi4nfdi.de/fdo/Q2633673","digitalObjectType":"https://schema.org/ScholarlyArticle","primaryIdentifier":"mardi:Q2633673","kernelVersion":"v1","immutable":true,"modified":"2026-04-03T06:00:12Z"},"profile":{"@context":"https://schema.org","@type":"ScholarlyArticle","@id":"https://portal.mardi4nfdi.de/entity/Q2633673","name":"Stochastic differential switching game in infinite horizon","headline":"Stochastic differential switching game in infinite horizon","description":"scientific article; zbMATH DE number 7053046","url":"https://portal.mardi4nfdi.de/entity/Q2633673","datePublished":"2019-05-10","author":[{"@id":"https://portal.mardi4nfdi.de/entity/Q452074"},{"@id":"https://portal.mardi4nfdi.de/entity/Q829000"}],"publisher":[{"@id":"https://portal.mardi4nfdi.de/entity/Q85344"}],"identifier":{"@type":"PropertyValue","propertyID":"doi","value":"10.1016/J.JMAA.2019.01.040","url":"https://doi.org/10.1016/J.JMAA.2019.01.040"},"sameAs":["https://doi.org/10.1016/J.JMAA.2019.01.040"],"comment":"The authors discuss properties of zero-sum stochastic differential games with switching costs. It is proved that the lower and upper value functions in these games satisfy the Isaacs system of quasi-variational inequalities in viscosity solution sense (see e.g. [\\textit{R. J. Elliott} and \\textit{N. J. Kalton}, The existence of value in differential games. Providence, RI: American Mathematical Society (AMS) (1972; Zbl 0262.90076)]). Moreover, the authors demonstrate uniqueness of these solutions and since the lower and upper value functions coincide the game admits a value. The relevant strategies of the players are found and a numerical example is solved using MATLAB simulations.","citation":[{"@id":"https://portal.mardi4nfdi.de/entity/Q3614801"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4016740"},{"@id":"https://portal.mardi4nfdi.de/entity/Q2400647"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5678689"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3396313"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4205251"},{"@id":"https://portal.mardi4nfdi.de/entity/Q674053"},{"@id":"https://portal.mardi4nfdi.de/entity/Q4357505"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5331036"},{"@id":"https://portal.mardi4nfdi.de/entity/Q1018984"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3997782"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3763296"},{"@id":"https://portal.mardi4nfdi.de/entity/Q3506530"},{"@id":"https://portal.mardi4nfdi.de/entity/Q5453570"}]},"provenance":{"prov:generatedAtTime":"2026-04-03T06:00:12Z","prov:wasAttributedTo":"MaRDI Knowledge Graph"}}