An elliptic partial differential equation and its application
Abstract
This paper deals with the following elliptic equation \begin{equation*}
-2\sigma^{2}\Delta z+\left\| \nabla z\right\| ^{2}+4\alpha z=4\left\| x\right\|
^{2}\text{ for }x\in \mathbb{R}^{N}\text{, (}% N\geq 1\text{),}
\end{equation*}% where $\alpha >0,$ $\sigma>0$ are some real parameters. The
solution method is based on the sub- and super-solutions approach. The case
$N>1$ seemed not considered before. This equation models a stochastic
production planning problem.