On the Hamilton-Jacobi-Bellmann equations in Banach spaces (Q1090921): Difference between revisions

This paper is concerned with a certain class of distributed parameter control problems. The value function of these problems is shown to be the unique viscosity solution of the corresponding Hamilton-Jacobi-Bellman equation. The main assumption is the existence of an increasing sequence of compact invariant subsets of the state space. In particular, this assumption is satisfied by a class of controlled delay equations.