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Viability for locally monotone evolution inclusions and lower semicontinuous solutions of Hamilton–Jacobi–Bellman equations in infinite dimensions

Viability for locally monotone evolution inclusions and lower semicontinuous solutions of Hamilton-Jacobi-Bellman equations in infinite dimensions
Authors: Jichao Jiang; Christian Keller;

Viability for locally monotone evolution inclusions and lower semicontinuous solutions of Hamilton–Jacobi–Bellman equations in infinite dimensions

Abstract

We establish necessary and sufficient conditions for viability of evolution inclusions with locally monotone operators in the sense of [Liu and Röckner, J. Funct. Anal. 259 (2010) 2902–2922]. This allows us to prove wellposedness of lower semicontinuous solutions of Hamilton–Jacobi–Bellman equations associated to the optimal control of evolution inclusions. Thereby, we generalize results in [Bayraktar and Keller, J. Funct. Anal. 275 (2018) 2096–2161] on Hamilton–Jacobi equations in infinite dimensions with monotone operators in several ways. First, we permit locally monotone operators. This extends the applicability of our theory to a wider class of equations such as Burgers’ equations, reaction-diffusion equations, and 2D Navier–Stokes equations. Second, our results apply to optimal control problems with state constraints. Third, we have uniqueness of viscosity solutions. Our results on viability and lower semicontinuous solutions are new even in the case of monotone operators.

Keywords

viscosity solution, locally monotone operator, Evolution inclusions, heat equation, Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games, viability, path-dependent partial differential equation, Hamilton-Jacobi equation, contingent solution, optimal control, Mathematics - Analysis of PDEs, Optimization and Control (math.OC), FOS: Mathematics, Existence theories for problems in abstract spaces, Nonlinear evolution equations, Monotone operators and generalizations, evolution inclusion, Mathematics - Optimization and Control, 34G25, 47H05, 47J35, 49L25, Analysis of PDEs (math.AP)

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
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