论文标题
零和转换游戏，反射的向后SDES系统和双边互连障碍物的抛物线PDE
Zero-sum Switching Game, Systems of Reflected Backward SDEs and Parabolic PDEs with bilateral interconnected obstacles
论文作者
论文摘要
在本文中，我们研究了一个零和验证定理，其验证定理是根据反射的后向后随机微分方程（简称为RBSDES），具有双边互连障碍物，也可以用双边互连的障碍物或具有双侧偏微分方程（PDES中的PDES）系统，而双向互连障碍物则是。我们表明，每个系统都有一个独特的解决方案。然后我们证明游戏具有价值。
In this paper we study a zero-sum switching game and its verification theorems expressed in terms of either a system of Reflected Backward Stochastic Differential Equations (RBSDEs in short) with bilateral interconnected obstacles or a system of parabolic partial differential equations (PDEs in short) with bilateral interconnected obstacles as well. We show that each one of the systems has a unique solution. Then we show that the game has a value.
