On Minimax and Idempotent Generalized Weak Solutions to the Hamilton–Jacobi Equation

نویسندگان

  • Ilya V. Roublev
  • ILYA V. ROUBLEV
چکیده

This paper provides a direct equivalence proof for minimax solutions of A.I. Subbotin and generalized weak solutions in the sense of idempotent analysis. It is shown that the Hamilton-Jacobi equation Vt+H(t, x,DxV ) = 0 (with the Hamiltonian H(t, x, s) concave in s), considered in the context of minimax generalized solutions, is linear w.r.t. ⊕ = min and ̄ = +. This leads to a representation formula for minimax solutions of the Cauchy problem. Using this representation, lower semicontinuous minimax solutions are proven to be equivalent to idempotent generalized weak solutions. Besides, it is shown that for the non-autonomous Hamilton-Jacobi equation Vt + H(t,DxV ) = 0 the formula presenting minimax solutions transforms to an explicit formula, which generalizes the Lax-Olĕınik formula. Thus for continuous Cauchy data, the notions of minimax, viscosity and generalized weak solution to the Cauchy problem coincide.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Duality between Probability and Optimization

Following the theory of idempotent measures of Maslov, a formalism analogous to probability calculus is obtained for optimization by replacing the classical structure of real numbers (R;+; ) by the idempotent semield obtained by endowing the set R [ f+1g with the \min" and \+" operations. To the probability of an event corresponds the cost of a set of decisions. To random variables correspond d...

متن کامل

Minimax Solutions of the Dual Hamilton-jacobi Equation

In the paper the existence and continuous dependence of a kind of minimax solution to the dual Hamilton-Jacobi equations is proved. The main difficulties which appear here are a special type of the boundary conditions and the transversality conditions which that solution must satisfy. That type of problems come from optimal control and game theory.

متن کامل

On viscosity solutions of certain Hamilton-Jacobi equations: Regularity results and generalized Sard's Theorems

Under usual assumptions on the Hamiltonian, we prove that any viscosity solution of the corresponding Hamilton-Jacobi equation on the manifold M is locally semiconcave and C loc outside the closure of its singular set (which is nowhere dense in M). Moreover, we prove that, under additional assumptions and in low dimension, any viscosity solution of that Hamilton-Jacobi equation satisfies a gene...

متن کامل

Galerkin Approximation of the Generalized Hamilton-jacobi Equation

If u is a stabilizing control for a nonlinear system that is aane in the control variable, then the solution to the Generalized Hamilton-Jacobi-Bellman (GHJB) equation associated with u is a Lyapunov function for the system and equals the cost associated with u. If an explicit solution to the GHJB equation can be found then it can be used to construct a feedback control law that improves the pe...

متن کامل

The Idempotent Analog of Resolvent Kernels for a Deterministic Optimal Control Problem

A solution of a discrete Hamilton–Jacobi–Bellman equation is represented in terms of idempotent analysis as a convergent series of integral operators.

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2004