A viscosity solution approach to the infinite dimensional HJB related to boundary control problem in transport equation

Details A viscosity solution approach to the infinite dimensional HJB related to boundary control problem in transport equation A viscosity solution approach to the infinite dimensional HJB related to boundary control problem in transport equation

2006-06-05

arxiv.org/abs/math/0606115v2

Mathematics

Optimization and Control

33 pages

Scientific paper

The paper concerns the infinite dimensional Hamilton-Jacobi-Bellman equation
related to optimal control problem regulated by a transport equation with
boundary control. A suitable viscosity solution approach is needed in view of
the presence of the unbounded control-related term in the Hilbertian state
equation. An existence-and-uniqueness result is obtained.

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