A viscosity approach to infinite-dimensional Hamilton-Jacobi equations arising in optimal control with state constraints

摘要

We consider nonlinear optimal control problems with state constraints and nonnegative cost in infinite dimensions, where the constraint is a closed set possibly with empty interior for a class of systems with a maximal monotone operator and satisfying certain stability properties of the set of trajectories that allow the value function to be lower semicontinuous. We prove that the value function is a viscosity solution of the Bellman equation and is in fact the minimal nonnegative supersolution. [References: 25]