Remarks on elliptic singular perturbation problems (Q2644844)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Remarks on elliptic singular perturbation problems |
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Remarks on elliptic singular perturbation problems (English)
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1991
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The viscosity method for second order elliptic partial differential equations is studied in certain contexts where results can be obtained without hard PDE calculations, in the asymptotic limit as a certain parameter tends to zero. Two problems, one in stochastic control (Fleming, 1978), and the other for the heat equation (Varadhan, 1967), are re-worked and new results for the Hamilton-Jacobi-Bellman equation are developed.
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viscosity method
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Hamilton-Jacobi-Bellman equation
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