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

Giorgio Fabbri
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Abstract

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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Giorgio Fabbri. 2006-09-26. A viscosity solution approach to the infinite dimensional HJB related to boundary control problem in transport equation. https://arxiv.org/abs/math/0606115

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