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|Title:||Minimax and Viscosity Solutions of Hamilton–Jacobi–Bellman Equations for Time-Delay Systems|
|Citation:||Plaksin A. Minimax and Viscosity Solutions of Hamilton–Jacobi–Bellman Equations for Time-Delay Systems / A. Plaksin. — DOI 10.1007/s10957-020-01742-6 // Journal of Optimization Theory and Applications. — 2020. — Vol. 187. — Iss. 1. — P. 22-42.|
|Abstract:||The paper deals with a Bolza optimal control problem for a dynamical system, whose motion is described by a delay differential equation under an initial condition defined by a piecewise continuous function. For the value functional in this problem, the Cauchy problem for the Hamilton–Jacobi–Bellman equation with coinvariant derivatives is considered. Minimax and viscosity solutions of the Cauchy problem are studied. It is proved that both of these solutions exist, are unique, and coincide with the value functional. © 2020, Springer Science+Business Media, LLC, part of Springer Nature.|
|Appears in Collections:||Научные публикации, проиндексированные в SCOPUS и WoS CC|
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