Minimax Solutions of the Dual Hamilton-Jacobi Equation
Andrzej Nowakowski · Journal of Applied Analysis · 2003
In the paper the existence and continuous dependence of a kind of minimax solution to the dual Hamilton-Jacobi equations is proved. The main difficulties which appear here are a special type of the boundary conditions and the transversality conditions which that solution must satisfy. That type of problems come from optimal control and game theory.