КОНСТРУКЦИЯ НЕПРЕРЫВНОГО МИНИМАКСНОГО/ВЯЗКОСТНОГО РЕШЕНИЯ УРАВНЕНИЯ ГАМИЛЬТОНА - ЯКОБИ - БЕЛЛМАНА С НЕПРОДОЛЖИМЫМИ ХАРАКТЕРИСТИКАМИ

Translated title of the contribution: Construction of a continuous minimax/viscosity solution of the Hamilton-Jacobi-Bellman equation with nonextendable characteristics

Research output: Contribution to journalArticle

Abstract

The Cauchy problem for the Hamilton-Jacobi equation, which appears in molecular biology for the Crow-Kimura model of molecular evolution, is considered. The state characteristics of the equation that start in a given initial manifold bounded in the state space stay in a strip bounded in the state variable and fill a part of this strip. The values attained by the impulse characteristics on a finite time interval are arbitrarily large in magnitude. We propose a construction of a smooth extension for a continuous minimax/viscosity solution of the problem to the part of the strip that is not covered by the characteristics starting in the initial manifold.
Translated title of the contributionConstruction of a continuous minimax/viscosity solution of the Hamilton-Jacobi-Bellman equation with nonextendable characteristics
Original languageRussian
Pages (from-to)247-257
Number of pages11
JournalТруды института математики и механики УрО РАН
Volume20
Issue number4
Publication statusPublished - 2014

GRNTI

  • 27.00.00 MATHEMATICS

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  • VAK List

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