Yu. Averboukh. Value function of the optimal control problem for nonlocal balance equation

Online First 2026

https://doi.org/10.21538/0134-4889-2026-32-1-fon-01

Full Text

UDK 517.977.56, 517.977.54

MSC: 49L12, 35F20, 49L20, 49L25, 82C21

The research was funded by the Russian Science Foundation (project no. 24-21-00373, https://rscf.ru/project/24-21-00373/).

This paper studies an optimal control problem for a system governed by a nonlocal balance equation, which models the evolution of a particle distribution. In the examined model, particles move according to a vector field and may disappear. The phase space for this problem is the space of non-negative measures. We prove the existence of an optimal relaxed control, establish a dynamic programming principle, and demonstrate that the value function is a viscosity solution of the corresponding Hamilton–Jacobi equation on the space of non-negative measures.

Keywords: controlled balance equation, optimal control problem, viscosity solution, space of non-negative measures.

Received October 10, 2025

Revised October 31, 2025

Accepted November 3, 2025

Published online November 20, 2025

Funding Agency: The research was funded by the Russian Science Foundation (project no.~24-21-00373, https://rscf.ru/project/24-21-00373/).

Yurii Vladimirovich Averboukh, Dr. Sci. in Math., Krasovskii Institute of Mathematics and Mechanics of the Ural Branch of the Russian Academy of Sciences, Yekaterinburg, 620077 Russia, e-mail: ayv@imm.uran.ru

Cite this article as: Yu. Averboukh. Value function of the optimal control problem for nonlocal balance equation. Trudy Instituta Matematiki i Mekhaniki UrO RAN, 2026.
https://doi.org/10.21538/0134-4889-2026-32-1-fon-01