Regular solutions of first-order Hamilton-Jacobi equations for boundary control problems and applications to economics (Q2386415)

The author presents an existence and uniqueness result for the (strong) solution of a Hamilton-Jacobi-Bellman equation related to a linear convex boundary control problem in a Hilbert space. The (technically involved) proof is obtained via approximation of the equation by suitable families of auxiliary equations, the so-called mild equations and gradient equations. For these families of equations existence and uniqueness of classical solutions are established.