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JOURNALS // Ural Mathematical Journal // Archive

Ural Math. J., 2016 Volume 2, Issue 1, Pages 58–68 (Mi umj15)

On the structure of singular set of a piecewise smooth minimax solution of Hamilton-Jacobi-Bellman equation

Aleksei S. Rodinab

a Krasovskii Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Ekaterinburg, Russia
b Ural Federal University, Ekaterinburg, Russia

Abstract: The properties of a minimax piecewise smooth solution of the Hamilton-Jacobi-Bellman equation are studied. We get a generalization of the nesessary and sufficient conditions for the points of nondifferentiability (singularity) of the minimax solution and the Rankine-Hugoniot condition. We describe the dimensions of smooth manifolds containing in the singular set of the piecewise smooth solution in terms of state characteristics crossing on this singular set. New structural properties of the singular set are obtained for the case of the Hamiltonian depending only on the impulse variable.

Keywords: Hamilton-Jacobi-Bellman equation, Minimax solution, Singular set, Piecewise smooth solution, Tangent subspace, Rankine-Hugoniot condition.

Language: English

DOI: 10.15826/umj.2016.1.006



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