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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    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

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      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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