Asymptotic behavior of the first order obstacle problem

DOI10.1016/0022-0396(88)90141-6zbMath0674.35011OpenAlexW2043956510MaRDI QIDQ1121438

José Luis Menaldi, Italo Capuzzo-Dolcetta

Publication date: 1988

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(88)90141-6

zbMATH Keywords

dynamic programmingasymptotic behaviourobstacle problemviscosity solutionsBellman optimality conditionsdeterministic optimal stopping time

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Asymptotic behavior of solutions to PDEs (35B40) Nonlinear first-order PDEs (35F20) Dependence of solutions to PDEs on initial and/or boundary data and/or on parameters of PDEs (35B30)

Related Items (4)

The ergodic limit for weak solutions of elliptic equations with Neumann boundary condition ⋮ Ergodic problem for the Hamilton-Jacobi-Bellman equation. II ⋮ On the vanishing discount approximation for compactly supported perturbations of periodic Hamiltonians: the 1d case ⋮ Contingent solutions to the center manifold equation

Cites Work

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• Long-term average cost control problems for continuous time Markov processes: A survey
• Asymptotic behavior of some nonlinear heat equations
• Le problème de temps d'arret optimal déterministe et l'inéquation variationnelle du premier ordre associee
• Inéquations variationnelles et quasivariationnelles hyperboliques du premier ordre
• Some Properties of Viscosity Solutions of Hamilton-Jacobi Equations
• Viscosity Solutions of Hamilton-Jacobi Equations
• Optimal Switching for Ordinary Differential Equations
• On the dynamic programming inequalities associated with the deterministic optimal stopping problem in discrete and continuous time

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