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Hamilton-Jacobi equations and other types of partial differential equa- tions of the first order are dealt with in many branches of mathematics, mechanics, and physics. These equations are usually nonlinear, and func- tions vital for the considered problems are not smooth enough to satisfy these equations in the classical sense. An example of such a situation can be provided by the value function of a differential game or an optimal control problem. It is known that at the points of differentiability this function satisfies the corresponding Hamilton-Jacobi-Isaacs-Bellman equation. On the...

Hamilton-Jacobi equations and other types of partial differential equa- tions of the first order are dealt with in many branches of mathematics, mechanics, and physics. These equations are usually nonlinear, and func- tions vital for the considered problems are not smooth enough to satisfy these equations in the classical sense. An example of such a situation can be provided by the value function of a differential game or an optimal control problem. It is known that at the points of differentiability this function satisfies the corresponding Hamilton-Jacobi-Isaacs-Bellman equation. On the...