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We consider a free boundary problem in an exterior domain \begin{cases}\begin{array}{cc} Lu=g(u) & Ω\setminus K, \ u=1 & \partial K,\ |\nabla u|=0 &\partial Ω, \end{array}\end{cases} where is a (given) convex and compact set in (), is an unknown set, and is either a fully nonlinear or the -Laplace operator. Under suitable assumptions on and , we prove the existence of a nonnegative quasi-concave solution to the above problem. We also consider the cases when the set is contained in , and obtain similar results.

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