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

DOI10.1137/S0363012996301440MaRDI QIDQ4388924zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Bellman equationdeterministic infinite-horizon singular control problemfree boundaryviscosity solutions

Mathematics Subject Classification ID

Boundary value problems for nonlinear first-order PDEs (35F30) 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)

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