Research output: Contribution to journal › Article › peer-review
Research output: Contribution to journal › Article › peer-review
}
TY - JOUR
T1 - Equivalence of minimax and viscosity solutions of path-dependent Hamilton–Jacobi equations
AU - Gomoyunov, M. I.
AU - Plaksin, A. R.
N1 - We would like to thank Prof. Andrea Cosso for a discussion on the subject of this paper and for pointing us to the paper.
PY - 2023
Y1 - 2023
N2 - In the paper, we consider a path-dependent Hamilton–Jacobi equation with coinvariant derivatives over the space of continuous functions. Such equations arise from optimal control problems and differential games for time-delay systems. We study generalized solutions of the considered Hamilton–Jacobi equation both in the minimax and in the viscosity sense. A minimax solution is defined as a functional which epigraph and subgraph satisfy certain conditions of weak invariance, while a viscosity solution is defined in terms of a pair of inequalities for coinvariant sub- and supergradients. We prove that these two notions are equivalent, which is the main result of the paper. As a corollary, we obtain comparison and uniqueness results for viscosity solutions of a Cauchy problem for the considered Hamilton–Jacobi equation and a right-end boundary condition. The proof of the main result is based on a certain property of the coinvariant subdifferential. To establish this property, we develop a technique going back to the proofs of multidirectional mean-value inequalities. In particular, the absence of the local compactness property of the underlying continuous function space is overcome by using Borwein–Preiss variational principle with an appropriate gauge-type functional.
AB - In the paper, we consider a path-dependent Hamilton–Jacobi equation with coinvariant derivatives over the space of continuous functions. Such equations arise from optimal control problems and differential games for time-delay systems. We study generalized solutions of the considered Hamilton–Jacobi equation both in the minimax and in the viscosity sense. A minimax solution is defined as a functional which epigraph and subgraph satisfy certain conditions of weak invariance, while a viscosity solution is defined in terms of a pair of inequalities for coinvariant sub- and supergradients. We prove that these two notions are equivalent, which is the main result of the paper. As a corollary, we obtain comparison and uniqueness results for viscosity solutions of a Cauchy problem for the considered Hamilton–Jacobi equation and a right-end boundary condition. The proof of the main result is based on a certain property of the coinvariant subdifferential. To establish this property, we develop a technique going back to the proofs of multidirectional mean-value inequalities. In particular, the absence of the local compactness property of the underlying continuous function space is overcome by using Borwein–Preiss variational principle with an appropriate gauge-type functional.
UR - http://www.scopus.com/inward/record.url?partnerID=8YFLogxK&scp=85170275130
UR - https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcAuth=tsmetrics&SrcApp=tsm_test&DestApp=WOS_CPL&DestLinkType=FullRecord&KeyUT=001080404600001
U2 - 10.1016/j.jfa.2023.110155
DO - 10.1016/j.jfa.2023.110155
M3 - Article
VL - 285
JO - Journal of Functional Analysis
JF - Journal of Functional Analysis
SN - 0022-1236
IS - 11
M1 - 110155
ER -
ID: 44648026