A Free Boundary Problem in <i>R</i><sup><i>d</i></sup> with Both Smooth and Nonsmooth Fit (Q4388924)
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scientific article; zbMATH DE number 1150688
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| English | A Free Boundary Problem in <i>R</i><sup><i>d</i></sup> with Both Smooth and Nonsmooth Fit |
scientific article; zbMATH DE number 1150688 |
Statements
A Free Boundary Problem in <i>R</i><sup><i>d</i></sup> with Both Smooth and Nonsmooth Fit (English)
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10 May 1998
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Bellman equation
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deterministic infinite-horizon singular control problem
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viscosity solutions
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free boundary
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0.8177980184555054
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0.8105641007423401
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