Boundary-value problems for stationary Hamilton-Jacobi and Bellman equations

We introduce solutions of boundary-value problems for the stationary Hamilton-Jacobi and Bellman equations in functional spaces (semimodules) with a special algebraic structure adapted to these problems. In these spaces, we obtain representations of solutions in terms of “basic” ones and prove a the...

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Bibliographic Details
Date:1997
Main Authors: Maslov, V. P., Samborsky, S. N., Маслов, В. П., Самборский, С. Н.
Format: Article
Language:Russian
English
Published: Institute of Mathematics, NAS of Ukraine 1997
Online Access:https://umj.imath.kiev.ua/index.php/umj/article/view/5016
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Journal Title:Ukrains’kyi Matematychnyi Zhurnal
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Ukrains’kyi Matematychnyi Zhurnal
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Summary:We introduce solutions of boundary-value problems for the stationary Hamilton-Jacobi and Bellman equations in functional spaces (semimodules) with a special algebraic structure adapted to these problems. In these spaces, we obtain representations of solutions in terms of “basic” ones and prove a theorem on approximation of these solutions in the case where nonsmooth Hamiltonians are approximated by smooth Hamiltonians. This approach is an alternative to the maximum principle.