On a degenerate variational inequality with Neumann boundary conditions

DOI10.1007/BF00940546MaRDI QIDQ1148545zbMATH OpenFDO

Authors José-Luis Menaldi

Publication date 1982

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF00940546

zbMATH Keywords

degenerate reflected diffusionselliptic-parabolic operatorsNeumann boundary conditionsstopping time problem

Mathematics Subject Classification ID

Degenerate elliptic equations (35J70) Variational inequalities (49J40) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60)

Cites work

• A singular perturbation result for variational and quasi-variational inequalities
• scientific article; zbMATH DE number 3505708 (Why is no real title available?)
• scientific article; zbMATH DE number 3505982 (Why is no real title available?)
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• On a degenerate variational inequality with Neumann boundary conditions
• On degenerate elliptic-parabolic operators of second order and their associated diffusions
• On the Optimal Stopping Time Problem for Degenerate Diffusions
• Stochastic differential equations with reflecting boundary condition in convex regions

Cited in

(4)

• On a degenerate variational inequality with Neumann boundary conditions
• Robust optimal stopping with regime switching
• Switching and impulsive control of a reflected diffusion
• Long-term average cost control problems for continuous time Markov processes: A survey

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