Two results from Mandelbaum's paper: "The dynamic complementarity problem"
Fuente:
arXiv
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| Autore principale: | |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866917708932579328 |
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| author | Bass, Richard |
| author_facet | Bass, Richard |
| contents | A draft of a paper by Mandelbaum, "The dynamic complementarity problem", was circulated in 1987, but has never been published. We give an exposition of two important results from that paper which are not readily accessible in the literature.
The first is an example of a Skorokhod problem in two dimensions in the quadrant for which there is not uniqueness. The second is a proof of uniqueness for the Skorokhod problem in two dimensions in the quadrant in a critical case. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_00833 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Two results from Mandelbaum's paper: "The dynamic complementarity problem" Bass, Richard Probability Optimization and Control 60 A draft of a paper by Mandelbaum, "The dynamic complementarity problem", was circulated in 1987, but has never been published. We give an exposition of two important results from that paper which are not readily accessible in the literature. The first is an example of a Skorokhod problem in two dimensions in the quadrant for which there is not uniqueness. The second is a proof of uniqueness for the Skorokhod problem in two dimensions in the quadrant in a critical case. |
| title | Two results from Mandelbaum's paper: "The dynamic complementarity problem" |
| topic | Probability Optimization and Control 60 |
| url | https://arxiv.org/abs/2407.00833 |