On the rate of convergence of solutions in singular perturbation problems
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Publication:1177031
DOI10.1016/0022-247X(91)90147-RzbMath0747.35001MaRDI QIDQ1177031
Publication date: 25 June 1992
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
Singular perturbations in context of PDEs (35B25) Nonlinear higher-order PDEs (35G20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)
Related Items (3)
User’s guide to viscosity solutions of second order partial differential equations ⋮ Convergence of the approximation scheme to American option pricing via the discrete Morse semiflow ⋮ Continuous dependence estimates for viscosity solutions of integro-PDEs
Cites Work
- Perturbations singulières dans les problèmes aux limites et en contrôle optimal
- A PDE approach to some asymptotic problems concerning random differential equations with small noise intensities
- The Hamilton-Jacobi-Bellman equation with a gradient constraint
- Remarks on elliptic singular perturbation problems
- Optimal control of diffustion processes and hamilton-jacobi-bellman equations part I: the dynamic programming principle and application
- Optimal control of diffusion processes and hamilton–jacobi–bellman equations part 2 : viscosity solutions and uniqueness
- Viscosity Solutions of Hamilton-Jacobi Equations
- An asymptotic formula for solutions of Hamilton- Jacobi-Bellman equations
- On uniqueness and existence of viscosity solutions of fully nonlinear second-order elliptic PDE's
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