A Free Boundary Problem in Rd with Both Smooth and Nonsmooth Fit

DOI10.1137/S0363012996301440zbMATH Open0913.49015OpenAlexW1995649184MaRDI QIDQ4388924FDOQ4388924

Authors:

Publication date: 10 May 1998

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012996301440

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zbMATH Keywords

free boundaryviscosity solutionsBellman equationdeterministic infinite-horizon singular control problem

Mathematics Subject Classification ID

Free boundary problems for PDEs (35R35) Dynamic programming in optimal control and differential games (49L20) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25) Boundary value problems for nonlinear first-order PDEs (35F30)

Cited In (2)

• Title not available (Why is that?)
• The Free Boundary of the Monotone Follower

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