%0 Journal Article
%A Díaz Díaz, Jesús Ildefonso
%A Faghloumi, Ch.
%T Analysis of a degenerate obstacle problem on an unbounded set arising in the environment
%D 2002
%@ 0095-4616
%U https://hdl.handle.net/20.500.14352/57326
%X We study a class of optimization dynamics problems related to investment under uncertainty. The general model problem is reformulated in terms of an obstacle problem associated to a second-order elliptic operator which is not in divergence form. The spatial domain is unbounded and no boundary conditions are a priori specified. By using the special structure of the differential operator and the spatial domain, and some approximating arguments, we show the existence and uniqueness of a solution of the problem. We also study the regularity of the solution and give some estimates on the location of the coincidence set.
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