No label defined (Q4518121)

This article is an extended version of the authors' note in [Dokl. Math. 53, No. 3, 416-419 (1996; Zbl 0902.35023)] concerning a certain iterative-type characterization of the so-called minimax solutions in [\textit{A. I. Subbotin}, Generalized solutions of first-order PDEs. The dynamical optimization perspective, Basel (1994; Zbl 0820.35003)] of problems of the form: \[ u_t + H(t,x,u,D_xu)=0, \quad (t,x)\in G:=(0,\theta)\times \mathbb{R}^n, \quad u(\theta ,x)= \sigma (x). \] Under certain hypotheses on the Hamiltonian \(H\) one associates the differential inclusions \[ (x',z')\in E_p(x,z):=\{(u,v); \;||u||\leq \lambda (x), \quad v=\langle u,p\rangle-H(t,x,z,p)\} , \quad p\in \mathbb{R}^n \] and one defines a minimax solution as a continuous function \(u:C(G)\to \mathbb{R}\) that satisfies the boundary condition and whose graph is weakly invariant (``viable'') with respect to all these differential inclusions. Next, for \((t_0,x_0,z_0)\in D:=[0,\theta]\times \mathbb{R}^n\times \mathbb{R}\) one denotes by \(S_p(t_0,x_0,z_0)\) the set of all \(AC\) solutions on the interval \([0,\theta]\) satisfying: \(x(t_0)=x_0\), \(z(t_0)=z_0\) and one introduces the operators: \[ \Pi(M):=\{(t_0,x_0,z_0); \;\forall p\in \mathbb{R}^n\;\exists (x,z)\in S_p (t_0,x_0,z_0): (x(\theta),z(\theta))\in M \},\;M\subset \mathbb{R}^n\times \mathbb{R}, \] \[ A(W):= \{(t_0,x_0,z_0); \;\forall p\in \mathbb{R}^n \;\exists (x,z)\in S_p (t_0,x_0,z_0), \;\tau \in [t_0,\theta]: \;(\tau,x(\tau),z(\tau))\in W \}, \] \(W\subset D\). The main result of the paper seems to be Theorem 1.1 stating that a minimax solution exists, its epigraph \(U\) and, respectively, the hypograph \(V\) being given by: \[ U= \lim_{i\to \infty}U_i= \bigcap_{i= 0}^\infty U_i, \quad V= \lim_{i\to \infty}V_i= \bigcap_{i= 0}^\infty V_i \] where \(U_i\), \(V_i\) are recurrently defined by: \[ U_0:=\Pi(\text{epi}(\sigma)), \quad U_{i+1}:=A(U_i), \quad V_0:=\Pi(\text{hypo} (\sigma)), \quad V_{i+1}:=A(V_i). \] In the second part of the paper the authors present an abstract version of this iterative procedure in terms of some types of ``monotonic operators'' on spaces of sets. For the entire collection see [Zbl 0942.00074].