A viscosity solution approach to the infinite dimensional HJB related to boundary control problem in transport equation
نویسنده
چکیده
The paper concerns the infinite dimensional Hamilton-Jacobi-Bellman equation related to optimal control problem regulated by a 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 Hilbertian state equation. An existence-and-uniqueness result is obtained.
منابع مشابه
A Viscosity Solution Approach to the Infinite-Dimensional HJB Equation Related to a Boundary Control Problem in a Transport Equation
The paper concerns with the infinite dimensional Hamilton-JacobiBellman equation related to 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 controlrelated term in the state equation in Hilbert setting. An existence-anduniqueness result is obtained.
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