Singular characteristics of first order PDEs in optimal control and differential games (Q5948399)

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scientific article; zbMATH DE number 1669191
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Singular characteristics of first order PDEs in optimal control and differential games
scientific article; zbMATH DE number 1669191

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    Singular characteristics of first order PDEs in optimal control and differential games (English)
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    2001
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    This paper is, mainly, an overview of some topics from author's book ``Generalized characteristics of first order PDEs. Applications in optimal control and differential games'' (1998; Zbl 0936.35004) concerning several types of singularities of generalized (actually, piecewise smooth) solutions of possibly non-smooth Hamilton-Jacobi equations arising in optimal control and differential games. Stemming, apparently, from Isaacs' ``technique in the small'' in [\textit{R. Isaacs}, ``Differential games'' (1965; Zbl 0125.38001)], the idea of using ``singular characteristics'' is slightly developed by the author in terms of Poisson and Jacobi brackets to obtain their equations on lower dimensional manifolds. In several particular cases one obtains properties of the singular characteristics that generate ``universal surfaces'', ``equivocal surfaces'' and ``focal lines'' of the generalized solutions of HJBI equations in optimal control and differential games.
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    Hamilton-Jacobi equation
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    method of characteristics
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    singular characteristic
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    optimal control
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    differential game
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    singular control
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