Regularization and Propagation in a Hamilton–Jacobi–Bellman-Type Equation in Infinite-Dimensional Hilbert Space

Abstract

This paper is devoted to new propagation and regularity results for a class of first-order Hamilton–Jacobi–Bellman-type problems in a separable infinite-dimensional Hilbert space. Specifically, the related Cauchy problem is investigated by employing the Faedo–Galerkin approximation method. Under some structural assumptions, the main result is obtained by using the probabilistic representation formula of the solution in order to define the weak continuity assumptions, by assuming the existence of a symmetric positive definite Hilbert–Schmidt operator and by employing modulus continuity arguments.