The paper deals with path-dependent Hamilton–Jacobi equations with a coinvariant derivative which arise in investigations of optimal control problems and differential games for neutral-type systems in Hale’s form. A viscosity (generalized) solution of a Cauchy problem for such equations is considered. The existence, uniqueness, and consistency of the viscosity solution are proved. Equivalent definitions of the viscosity solution, including the definitions of minimax and Dini solutions, are obtained. Application of the results to an optimal control problem for neutral-type systems in Hale’s form are given.
Original languageEnglish
Article number6
JournalApplied Mathematics and Optimization
Volume88
Issue number1
DOIs
Publication statusPublished - 1 Aug 2023

    ASJC Scopus subject areas

  • Applied Mathematics
  • Control and Optimization

    WoS ResearchAreas Categories

  • Mathematics, Applied

ID: 38484768