On the structure of locally Lipschitz minimax solutions of the Hamilton-Jacobi-Bellman equation in terms of classical characteristics

DOI10.1134/S0081543810050160zbMath1304.35711OpenAlexW2035779355MaRDI QIDQ481088

N. N. Subbotina, Ekaterina A. Kolpakova

Publication date: 12 December 2014

Published in: Proceedings of the Steklov Institute of Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0081543810050160

zbMATH Keywords

conservation lawsHamilton-Jacobi-Bellman equationsmethod of characteristicsentropy solutionsminimax/viscosity solutions

Mathematics Subject Classification ID

Minimax problems in mathematical programming (90C47) PDEs in connection with biology, chemistry and other natural sciences (35Q92) Numerical aspects of the method of characteristics for initial value and initial-boundary value problems involving PDEs (65M25) Optimality conditions for minimax problems (49K35) Viscosity solutions to PDEs (35D40) Hamilton-Jacobi equations (35F21)

Related Items (5)

Derivatives with respect to diffeomorphisms and their applications in control theory and geometrical optics ⋮ ON THE STRUCTURE OF THE SINGULAR SET OF A PIECEWISE SMOOTH MINIMAX SOLUTION OF THE HAMILTON–JACOBI–BELLMAN EQUATION ⋮ Method of characteristics for optimal control problems and conservation laws ⋮ Perspectives on characteristics based curse-of-dimensionality-free numerical approaches for solving Hamilton-Jacobi equations ⋮ Synthesis of optimal control in a mathematical model of tumour–immune dynamics

Cites Work

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• Optimization and nonsmooth analysis
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