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Figure 2: Illustration: Case I–when boundaries are NOT smooth: h(z) = c/z for z < 1 and h(z) = −d/(2− z) for z > 1 with K0/d < K1/c.
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Journal Article
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DOI
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A Class of Singular Control Problems and the Smooth Fit Principle
[...]
Xin Guo
,
Pascal Tomecek
1
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Institutions (1)
Cornell University
1
01 Nov 2008
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Siam Journal on Control and Optimization