Equations of the dynamics of sets of reachability in problems of optimization and control under conditions of uncertainty (Q1101682)

The author studies an equation of the dynamics of the reachable sets (integral funnel equation) for differential inclusions. Differential inclusions provide a mathematical tool for studying control systems or problems of control under uncertainty. Special attention is devoted to localization of the integral funnel equation. Based on continuity properties of the boundary of the reachable sets, the local integral funnel equation is reduced to a differential relation at points of the boundary of the reachable sets. The relationship between the integral funnel equation and the well-known Bellman equation is discussed.