  We consider a singular control problem that aims to maximize the expected
cumulative rewards, where the instantaneous returns depend on the state of a
controlled process. The contributions of this paper are twofold. Firstly, to
establish sufficient conditions for determining the optimality of the
one-barrier strategy when the uncontrolled process $X$ follows a spectrally
negative L\'evy process with a L\'evy measure defined by a completely monotone
density. Secondly, to verify the optimality of the $(2n+1)$-barrier strategy
when $X$ is a Brownian motion with a drift. Additionally, we provide an
algorithm to compute the barrier values in the latter case.
