Path-dependent Hamilton-Jacobi equations in infinite dimensions (Q1655788)

The article is aimed to study fully nonlinear parth-dependent PDEs of the form \[ \partial_t u(t,x) - \left\langle A(t, x(t), \partial_x u(x,t) \right\rangle + F(t, x, \partial_x u(x,t) ) =0, \] \[ (t,x) \in [0,T) \times C([0,T], H). \] Here \(A(t, \cdot): V \to V^*\) are nonlinear, monotone, coercive operators, \(V\) is a separable reflexive Banach space with a compact and dense embedding into a Hilbert space \(H\). The main result is well-posedness (existence, uniqueness and stability) for minimax solutions. A particular novelty is a suitable combination of minimax and viscosity solution techniques in the proof of the comparison principle. An appropriate adaptation of the notion of minimax solution is proposed. One of the main difficulties, the lack of compactness in infinite-dimensional Hilbert space, circumvented by working with suitable compact subsets of the path space. The theory makes it possible to employ the dynamical programming approach to study optimal control problems for a fairly general case of evolution equations in the variational framework. Furthermore, differential games associated to such evolution equations can be investigated following the Krasovskii-Subbotin approach similarly as in finite dimensions.