RT Journal Article
T1 Analysis of a degenerate obstacle problem on an unbounded set arising in the environment
A1 Díaz Díaz, Jesús Ildefonso
A1 Faghloumi, Ch.
AB 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.
PB Springer
SN 0095-4616
YR 2002
FD 2002
LK https://hdl.handle.net/20.500.14352/57326
UL https://hdl.handle.net/20.500.14352/57326
LA eng
NO DGES (Spain),
DS Docta Complutense
RD 7 abr 2025