On viscosity solution of functional Hamilton–Jacobi type equations for hereditary systems

N. Yu. Lukoyanov

Trudy Instituta matematiki i mehaniki, Trudy Instituta Matematiki i Mekhaniki UrO RAN, Tome 13 (2007) no. 2, pp. 135-144

Résumé

The paper is devoted to the development of the viscosity approach to the generalized solution of functional Hamilton–Jacobi type equations with coinvariant derivatives and a nonanticipatory Hamiltonian. These equations are naturally connected to problems of dynamical optimization of hereditary systems and, as compared with classical Hamilton–Jacobi equations, possess a number of additional peculiarities stipulated by the aftereffect. The definition of a viscosity solution that takes the above peculiarities into account is given. The consistency of this definition with the notion of a classical solution and with the minimax approach to the generalized solution is substantiated. The existence and uniqueness theorems are proved.

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