A FREE-BOUNDARY PROBLEM IN R-D WITH BOTH SMOOTH AND NONSMOOTH FIT

Authors
DORROH JR FERREYRA G
Citation
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
Journal title
SIAM journal on control and optimization → ACNP
ISSN journal
03630129
Volume
36
Issue
2
Year of publication
1998
Pages
579 - 589
Database
ISI
SICI code
0363-0129(1998)36:2<579:AFPIRW>2.0.ZU;2-P
Abstract
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.