Viscosity solutions to first order path-dependent Hamilton–Jacobi–Bellman equations in Hilbert space
نویسندگان
چکیده
In this article, a notion of viscosity solutions is introduced for first order path-dependent Hamilton–Jacobi–Bellman (PHJB) equations associated with optimal control problems evolution in Hilbert space. We identify the value functional as unique solution to PHJB without assumption (A.4) on page 231 Li and Yong (1995). also show that our consistent corresponding classical solutions, satisfies stability property.
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ژورنال
عنوان ژورنال: Automatica
سال: 2022
ISSN: ['1873-2836', '0005-1098']
DOI: https://doi.org/10.1016/j.automatica.2022.110347