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Dynamic programming equation for a class of nonlinear boundary control problems of parabolic type. (English) Zbl 0879.49023

A Hamilton-Jacobi-Bellman equation of an infinite horizon optimal control problem for a class of evolution equations in a Hilbert space is considered. Existence and uniqueness of a viscosity solution for such equation is proved and application to optimal control problems is provided.

MSC:

49L20 Dynamic programming in optimal control and differential games
49L25 Viscosity solutions to Hamilton-Jacobi equations in optimal control and differential games
49K20 Optimality conditions for problems involving partial differential equations