Minimax solutions of functional equations of the Hamilton-Jacobi type for hereditary systems (Q5951221)

A differential equation in coinvariant derivatives, with a condition at the right endpoint, is studied. A minimax solution is not necessarily ci-differentiable and hence is generalized; it has a meaningful interpretation corresponding to the requirements of control theory and differential games with hereditary information. The author showed that the minimax solution exists, is unique, and has the following properties: the problem is well posed, i.e., the solution continuously depends on variations of the boundary condition and the Hamiltonian; the minimax solution satisfies the differential equation at each point at witch it is ci-differentiable; if there exists a continuous continuously ci-differentiable functional satisfying the problem, then it is a minimax solution.