Asymptotic behavior of the first order obstacle problem (Q1121438)

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Asymptotic behavior of the first order obstacle problem
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    Asymptotic behavior of the first order obstacle problem (English)
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    1988
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    This work is concerned with the asymptotic behaviour as \(\lambda\) \(\to 0\) of the viscosity solutions to the obstacle problem: \[ \max \{u(x)-\psi (x);\quad \lambda u(x)-g(x).Du(x)-f(x)\}=0,\quad x\in \Omega. \]
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    Bellman optimality conditions
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    dynamic programming
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    deterministic optimal stopping time
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    asymptotic behaviour
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    viscosity solutions
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    obstacle problem
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