Bifurcation points of the generalized solution of the Hamilton-Jacobi-Bellman equation

Properties of a minimax piecewise smooth solution of the Hamilton-Jacobi-Bellman equation are considered in the article. We study necessary and sufficient conditions for finding bifurcation points. Such points are points of “nucleation” of the set where the solution is not differentiable. © 2018This work is supported by the Program of the Presidium of the Russian Academy of Sciences No. 1 `Fundamental Mathematics and its Applications’ under grant PRAS-18-01 and Russian Foundation for Basic Research (project 17-01-0074)