On the Hamilton-Jacobi-Bellmann equations in Banach spaces (Q1090921)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the Hamilton-Jacobi-Bellmann equations in Banach spaces |
scientific article |
Statements
On the Hamilton-Jacobi-Bellmann equations in Banach spaces (English)
0 references
1988
0 references
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.
0 references
distributed parameter control
0 references
value function
0 references
viscosity solution
0 references
Hamilton-Jacobi-Bellman equation
0 references
controlled delay equations
0 references