Parabolic variational inequality with parameter and gradient constraints

被引：18

作者：

Chen, Xiaoshan ^{[1
]}

Chen, Yingshan ^{[1
]}

Yi, Fahuai ^{[1
]}

机构：

[1] S China Normal Univ, Sch Math Sci, Guangzhou 510631, Guangdong, Peoples R China

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2012年 / 385卷 / 02期

基金：

中国国家自然科学基金;

关键词：

Gradient constraint; Variational inequality; Parabolic double obstacle problem; Free boundary; FREE-BOUNDARY PROBLEMS; REVERSIBLE INVESTMENT; COSTS;

D O I：

10.1016/j.jmaa.2011.07.025

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

This paper concerns a singular control problem whose value function is governed by a time-dependent Hp equation with gradient constraints. The method is to transform a two-dimensional parabolic variational inequality with gradient constraints into a double obstacle problem with parameter involving two free boundaries that correspond to the investment and disinvestment policies. Moreover we analyze the behaviors of the free boundary surfaces. The main difficulties are to show the free boundary surfaces to be smooth with respect to time and to find the properties of free boundaries with respect to parameter. (C) 2011 Elsevier Inc. All rights reserved.

引用

页码：928 / 946

页数：19

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