Asymptotic behavior of the first order obstacle problem (Q1121438)
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scientific article; zbMATH DE number 4103557
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of the first order obstacle problem |
scientific article; zbMATH DE number 4103557 |
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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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