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http://elar.urfu.ru/handle/10995/93123
Название: | On the Structure of the Singular Set of a Piecewise Smooth Minimax Solution of the Hamilton–Jacobi–Bellman Equation |
Авторы: | Rodin, A. S. |
Дата публикации: | 2016 |
Издатель: | N.N. Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of Russian Academy of Sciences Ural Federal University named after the first President of Russia B.N. Yeltsin |
Библиографическое описание: | Rodin A. S. On the Structure of the Singular Set of a Piecewise Smooth Minimax Solution of the Hamilton–Jacobi–Bellman Equation / A. S. Rodin. — DOI 10.15826/umj.2016.1.006. — Text : electronic // Ural Mathematical Journal. — 2016. — Volume 2. — № 1. — P. 58-68. |
Аннотация: | The properties of a minimax piecewise smooth solution of the Hamilton–Jacobi–Bellman equation are studied. It is known the Rankine–Hugoniot conditions are necessary and sufficient conditions for the points of nondifferentiability (singularity) of the minimax solution. We generalize this condition and describe the dimension of smooth manifolds contained in the singular set of the piecewise smooth solution in terms of state characteristics that come to this set. New structural properties of the singular set are obtained in the case where the Hamiltonian depends only on the impulse variable. |
Ключевые слова: | HAMILTON–JACOBI–BELLMAN EQUATION MINIMAX SOLUTION SINGULAR SET PIECEWISE SMOOTH SOLUTION TANGENT SPACE RANKINE–HUGONIOT CONDITIONS |
URI: | http://elar.urfu.ru/handle/10995/93123 |
Условия доступа: | Creative Commons Attribution License |
Текст лицензии: | https://creativecommons.org/licenses/by/4.0/ |
ISSN: | 2414-3952 |
DOI: | 10.15826/umj.2016.1.006 |
Сведения о поддержке: | This work was supported by the Russian Foundation for Basic Research (project no. 14-01-00168) and by the Program of the Presidium of the Russian Academy of Sciences "Mathematical Problems of Contemporary Control Theory" (project no. 387-2015-0075). |
Источники: | Ural Mathematical Journal. 2016. Volume 2. № 1 |
Располагается в коллекциях: | Ural Mathematical Journal |
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Файл | Описание | Размер | Формат | |
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umj_2016_2_1_58-68.pdf | 176,73 kB | Adobe PDF | Просмотреть/Открыть |
Лицензия на ресурс: Лицензия Creative Commons