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

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.

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Publication Details

Journal
ESAIM Control Optimisation and Calculus of Variations
Published
2024-11-29
DOI
https://doi.org/10.1051/cocv/2024086
Primary Topic
Stability and Controllability of Differential Equations
Type
article
Field-Weighted Citation Impact
0.00

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article

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

Jiqiang Jiang, Christian Keller
ESAIM Control Optimisation and Calculus of Variations
Stability and Controllability of Differential Equations
article

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

Jiqiang Jiang, Christian Keller
article en

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.

ESAIM Control Optimisation and Calculus of VariationsVol. 31
University of Central Florida (US)
National Science Foundation
Openalex Percentile: Top 74%
Stability and Controllability of Differential Equations
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