ON THE STRUCTURE OF THE SINGULAR SET OF A PIECEWISE SMOOTH MINIMAX SOLUTION OF THE HAMILTON–JACOBI–BELLMAN EQUATION

ON THE STRUCTURE OF THE SINGULAR SET OF A PIECEWISE SMOOTH MINIMAX SOLUTION OF THE HAMILTON–JACOBI–BELLMAN EQUATION

The properties of a minimax piecewise smooth solution of the Hamilton–Jacobi–Bellman equation are studied. It is known the Rankine–Hugoniot conditions are necessary and sufficient conditions for the points of nondifferentiability (singularity) of the minimax solution. We generalize this condition an...

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Bibliographic Details
Main Author: Aleksei S. Rodin
Format: Article
Language:English
Published: Ural Branch of the Russian Academy of Sciences and Ural Federal University named after the first President of Russia B.N.Yeltsin, Krasovskii Institute of Mathematics and Mechanics 2016-08-01
Series:Ural Mathematical Journal
Subjects:
Hamilton–Jacobi–Bellman equation, Minimax solution, Singular set, Piecewise smooth solution, Tangent space, Rankine–Hugoniot conditions
Online Access:https://umjuran.ru/index.php/umj/article/view/44
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