화학공학소재연구정보센터
SIAM Journal on Control and Optimization, Vol.36, No.2, 579-589, 1998
A free boundary problem in R-d with both smooth and nonsmooth fit
A deterministic infinite-horizon singular control problem with unbounded control set is solved completely. The methods used here are those of dynamic programming and viscosity solutions. The novelty is that the value function is convex, C-1 along a piece of the free boundary and not C-1 along another piece of it.