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Izvestiya Instituta Matematiki i Informatiki Udmurtskogo Gosudarstvennogo Universiteta, 2015, Issue 2(46), Pages 149–154
(Mi iimi315)
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Singular characteristics of the piecewise-smooth minimax solution of the equation of Hamilton–Jacobi–Bellman
A. S. Rodinab a Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Science, ul. S. Kovalevskoi, 16, Yekaterinburg, 620219, Russia
b Institute of Mathematics and Computer Sciences, Ural Federal University, pr. Lenina, 51, Yekaterinburg, 620083, Russia
Abstract:
In this paper we study the properties of the minimax piecewise-smooth solution of the Hamilton–Jacobi–Bellman equation. We raise the question of existence of the singular characteristic and properties of the solution related to it.
Keywords:
Hamilton–Jacobi–Bellman's equation, minimax solution, singular set, piecewise-smooth solution, tangent space, Rankin–Hugoniot's condition, singular characteristic.
Received: 06.10.2015
Citation:
A. S. Rodin, “Singular characteristics of the piecewise-smooth minimax solution of the equation of Hamilton–Jacobi–Bellman”, Izv. IMI UdGU, 2015, no. 2(46), 149–154
Linking options:
https://www.mathnet.ru/eng/iimi315 https://www.mathnet.ru/eng/iimi/y2015/i2/p149
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Abstract page: | 223 | Full-text PDF : | 52 | References: | 58 |
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