Abstract.
We establish existence and comparison theorems for a class of Hamilton—Jacobi equations. The class of Hamilton—Jacobi equations includes and is broader than those studied in [8] We apply the existence and uniqueness results to characterizing the value functions associated with the optimal control of systems governed by partial differential equations of parabolic type.
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Accepted 11 May 2001. Online publication 5 October 2001.
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Shimano, K. A Class of Hamilton—Jacobi Equations with Unbounded Coefficients in Hilbert Spaces. Appl Math Optim 45, 75–98 (2002). https://doi.org/10.1007/s00245-001-0028-4
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DOI: https://doi.org/10.1007/s00245-001-0028-4