A copy of this work was available on the public web and has been preserved in the Wayback Machine. The capture dates from 2019; you can also visit the original URL.
The file type is
We consider the optimal stopping and optimal control problems related to stochastic variational inequalities modeling elasto-plastic oscillators subject to random forcing. We formally derive the corresponding free boundary value problems and Hamilton-Jacobi-Bellman equations which belong to a class of nonlinear partial of differential equations with nonlocal Dirichlet boundary conditions. Then, we focus on solving numerically these equations by employing a combination of Howard's algorithm anddoi:10.1051/proc/201965425 fatcat:vfwcmiax2vfsdde3yyxqfw6h4m