ON CONNECTIONS BETWEEN GENERALIZED SOLUTIONS OF PDE'S OF THE FIRST ORDER

Ekaterina A. Kolpakova     (Krasovskii Institute of Mathematics and Mechanics, Ural Branch of the Russian Academy of Sciences, Russian Federation)

Abstract


The paper is devoted to investigation of connections between generalized solutions of the Cauchy problemfor the Hamilton-Jacobi-Bellman equation and the corresponding quasilinear equation of the first order in theof case n-dimentional state space

Keywords


Hamilton-Jacobi-Bellman equation; Quasilinear equation; Viscosity solution

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References


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DOI: http://dx.doi.org/10.15826/umj.2015.1.005

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