A Viscosity Solution Approach to the Infinite-Dimensional HJB Equation Related to a Boundary Control Problem in a Transport Equation - Archive ouverte HAL
Article Dans Une Revue SIAM Journal on Control and Optimization Année : 2008

A Viscosity Solution Approach to the Infinite-Dimensional HJB Equation Related to a Boundary Control Problem in a Transport Equation

Résumé

The paper concerns the infinite-dimensional Hamilton–Jacobi–Bellman equation related to an optimal control problem regulated by a linear transport equation with boundary control. A suitable viscosity solution approach is needed in view of the presence of the unbounded control-related term in the state equation in the Hilbert setting. An existence-and-uniqueness result is obtained.

Dates et versions

hal-01615450 , version 1 (12-10-2017)

Identifiants

Citer

Giorgio Fabbri. A Viscosity Solution Approach to the Infinite-Dimensional HJB Equation Related to a Boundary Control Problem in a Transport Equation. SIAM Journal on Control and Optimization, 2008, 47 (2), pp.1022 - 1052. ⟨10.1137/050638813⟩. ⟨hal-01615450⟩

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