论文标题
依赖路径
Path-Dependent Hamilton--Jacobi Equations: The Minimax Solutions Revised
论文作者
论文摘要
该论文由智障类型的功能差分方程式的最佳控制问题和差异游戏进行,该论文涉及与路径依赖的汉密尔顿 - 具有右端边界条件的雅各比方程的库奇问题。研究了这个问题的最小解决方案。存在和唯一性结果是在比以前考虑的弱的假设下获得的。一方面,与以前的作品相反,我们不需要在脉冲变量中有关哈密顿量的正同质性的任何属性,另一方面,我们认为哈密顿顿人满足了Lipshitz的连续性条件,相对于均匀(甲式)规范的路径变量。进展与以下事实有关:合适的lyapunov-krasovskii功能是构建的,该功能允许证明比较原理。从某种意义上说,该功能等同于路径变量均匀规范的平方,同时它具有适当的平滑度。此外,本文提供了最小溶液的非本地和无限标准,它们在哈密顿式扰动和边界功能方面的稳定性以及该方法与非依赖性依赖性情况的一致性。讨论了在依赖路径依赖的汉密尔顿 - 雅各比方程中已知的其他可能的陈述(关于所使用的路径空间和衍生物的选择)的联系。关于研究库奇问题的粘度解决方案的一些评论。
Motivated by optimal control problems and differential games for functional differential equations of retarded type, the paper deals with a Cauchy problem for a path-dependent Hamilton--Jacobi equation with a right-end boundary condition. Minimax solutions of this problem are studied. The existence and uniqueness result is obtained under assumptions that are weaker than those considered earlier. In contrast to previous works, on the one hand, we do not require any properties concerning positive homogeneity of the Hamiltonian in the impulse variable, and on the other hand, we suppose that the Hamiltonian satisfies a Lipshitz continuity condition with respect to the path variable in the uniform (supremum) norm. The progress is related to the fact that a suitable Lyapunov--Krasovskii functional is built that allows to prove a comparison principle. This functional is in some sense equivalent to the square of the uniform norm of the path variable and, at the same time, it possesses appropriate smoothness properties. In addition, the paper provides non-local and infinitesimal criteria of minimax solutions, their stability with respect to perturbations of the Hamiltonian and the boundary functional, as well as consistency of the approach with the non-path-dependent case. Connection of the problem statement under consideration with some other possible statements (regarding the choice of path spaces and derivatives used) known in the theory of path-dependent Hamilton--Jacobi equations is discussed. Some remarks concerning viscosity solutions of the studied Cauchy problem are given.