Abstract
We study optimal 2-switching and n -switching problems and the corresponding system of variational inequalities. We obtain results on the existence of viscosity solutions for the 2-switching problem for various setups when the cost of switching is non-deterministic. For the n -switching problem we obtain regularity results for the solutions of the variational inequalities. The solutions are C 1 , 1 -regular away for the free boundaries of the action sets.
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