Generalized Solutions of Hamilton–Jacobi Equations
with Fractional Coinvariant Derivatives and Time-Measurable Hamiltonian
摘要
Abstract
We study generalized (in the minimax sense) solutions of a Cauchy problem fora (path-dependent) Hamilton–Jacobi equation with fractional coinvariant derivatives undera right-end boundary condition for the case in which the Hamiltonian of the equation isa measurable function of the time variable. Theorems on the existence and uniqueness ofa minimax solution and a theorem on the continuous dependence of this solution on variations inthe Hamiltonian and the boundary functional are proved. The results are applied to the study ofa differential game for a dynamical system described by a differential equation with a Caputofractional derivative.