A singular perturbation result for variational and quasi-variational inequalities

DOI10.1016/0362-546X(81)90022-5zbMath0458.49011MaRDI QIDQ3908093

José Luis Menaldi

Publication date: 1981

Published in: Nonlinear Analysis: Theory, Methods & Applications (Search for Journal in Brave)

zbMATH Keywords

impulsive control problemsoptimal stoppingdiffusion processes

Mathematics Subject Classification ID

Variational inequalities (49J40) Degenerate elliptic equations (35J70) Stopping times; optimal stopping problems; gambling theory (60G40) Diffusion processes (60J60) Initial-boundary value problems for first-order hyperbolic systems (35L50) Optimality conditions (49K99) Existence theories in calculus of variations and optimal control (49J99)

Related Items (2)

On a degenerate variational inequality with Neumann boundary conditions ⋮ Le problème de contrôle impulsionnel optimal déterministe et l'inéquation quasi-variationnelle du premier ordre associee

Cites Work

• On the Optimal Stopping Time Problem for Degenerate Diffusions
• On the Optimal Impulse Control Problem for Degenerate Diffusions
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: A singular perturbation result for variational and quasi-variational inequalities