On the Hamilton-Jacobi-Bellmann equations in Banach spaces (Q1090921)

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On the Hamilton-Jacobi-Bellmann equations in Banach spaces
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    On the Hamilton-Jacobi-Bellmann equations in Banach spaces (English)
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    1988
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    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.
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    distributed parameter control
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    value function
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    viscosity solution
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    Hamilton-Jacobi-Bellman equation
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    controlled delay equations
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