On connections between generalized solutions of PDE's of the first order

Ekaterina A. Kolpakova

N.N. Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences, Ekaterinburg, Russia

Abstract: He paper is devoted to the connection between generalized solutions of the Cauchy problem for Hamilton-Jacobi-Bellman equation and the corresponding first order quasilinear PDE in the of case ra-dimentional state space.

Keywords: Hamilton-Jacobi-Bellman equation, Quasilinear equation, Viscosity solution.

Language: English

DOI: 10.15826/umj.2015.1.005

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