Jr. Dorroh et G. Ferreyra, A FREE-BOUNDARY PROBLEM IN R-D WITH BOTH SMOOTH AND NONSMOOTH FIT, SIAM journal on control and optimization, 36(2), 1998, pp. 579-589
Citations number
17
Categorie Soggetti
Mathematics,"Robotics & Automatic Control",Mathematics,"Robotics & Automatic Control
A deterministic infinite-horizon singular control problem with unbound
ed control set is solved completely. The methods used here are those o
f 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.