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Viscosity Solutions for Hamilton-Jacobi equations on Separable Banach Spaces

Fabian Fuchs

math.AParXiv:2610.18496

Abstract

This work provides a framework to treat optimal control problems on separable Banach spaces in the viscosity sense. First, it extends the notion of B-viscosity solutions to the Banach setting and relates the extension to the notions of viscosity solutions used in metric space settings. As the main results, the paper proves a strict comparison principle and characterizes the value function of an optimal control problem as the unique viscosity solution to an infinite-dimensional HJB equation.

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