Thumbnail - Request a copy

On singular perturbations in variational inequalities

Bennouna, O. (1983), On singular perturbations in variational inequalities, Journal of Mathematical Analysis and Applications, 93, 1, p. 42-88. http://dx.doi.org/10.1016/0022-247X(83)90218-4

Type
Article accepté pour publication ou publié
Date
1983
Journal name
Journal of Mathematical Analysis and Applications
Volume
93
Number
1
Publisher
Elsevier
Pages
42-88
Publication identifier
Metadata
Show full item record
Author(s)
Bennouna, O.
Abstract (EN)
The convergence of the optimal cost of a stopping time problem uε as ε ↓ 0 is studied. An estimate of the rate of convergence when uε → 0 is given. Some properties of the optimal stopping times are also given.
Subjects / Keywords
stopping time problem