• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
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
http://dx.doi.org/10.1016/0022-247X(83)90218-4
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

Related items

Showing items related by title and author.

  • Thumbnail
    A singular perturbation result for variational and quasi-variational inequalities 
    Menaldi, José-Luis (1981) Article accepté pour publication ou publié
  • Thumbnail
    Singular perturbations in stochastic control 
    Bensoussan, Alain; Blankenship, G.L. (1987) Chapitre d'ouvrage
  • Thumbnail
    Singular Perturbations and Asymptotic Analysis in Control Systems 
    Kokotovic, Petar V.; Bensoussan, Alain; Blankenship, G.L. (1987) Ouvrage
  • Thumbnail
    Numerical Schemes for Variational Inequalities Arising in International Asset Pricing 
    Hodder, James E.; Tourin, Agnès; Zariphopoulou, Thaleia (2001) Article accepté pour publication ou publié
  • Thumbnail
    A surjection theorem for singular perturbations with loss of derivatives 
    Ekeland, Ivar; Séré, Eric (2019) Document de travail / Working paper
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo