Viscosity solutions via unbounded set-valued integration

Set-valued functions (26E25) Nonsmooth analysis (49J52) Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games (49L25)

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The largest part of the paper (19 pages out of 36) extends to the unbounded case previous results of the author [e.g., Vestn. Mosk. Univ., Ser. XV 1994, No. 1, 35-43, 73 (1994)] concerning quasi-affine multifunctions and a concept of ``set-valued integral that generalizes Pontryagin's alternating integral [e.g., \textit{L. S. Pontryagin}, Mat. Sb., Nov. Ser. 112(154), 307-330 (1980; Zbl 0445.90118)] as well as Hukuhara or Riemann-Minkowski integral [\textit{A. Dinghas}, Math. Z. 66, 173-188 (1956; Zbl 0071.37902)]. The main result of the paper seems to be Theorem 42 in which the author proves on some 4 pages that under certain hypotheses, a function of the form: \(u(t,x):=\inf \{\alpha\); \((x,\alpha)\in Y(t)\}\), \(0\leq t \leq T\), \(x\in R^n\), defined by the set-valued integral: \[ Y(t):=\int_{F,0}^t c(s,.)ds, \quad t \in [0,T], \] associated to a certain function \(c(.,.)\) which, in turn, is defined in terms of the Hamiltonian \(H(.,.)\) and of the ``initial function \(u_0(.)\), is a viscosity solution of the Cauchy problem: \[ {{\partial u}\over {\partial t}}(t,x)+ H\biggl( t,{{\partial u}\over {\partial x}} (t,x)\biggr)=0, \quad u(0,x)=u_0(x). \] The three examples considered in the last section of the paper show that the main result generalizes some existing results concerning different variants of the well-known Hopf formula for Hamilton-Jacobi equations.

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