Remarks on elliptic singular perturbation problems (Q2644844)

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.