Existence of Viscosity Solutions to Abstract Cauchy Problems via Nonlinear Semigroups

Fabian Fuchs and Max Nendel
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Fabian Fuchs: Center for Mathematical Economics, Bielefeld University
Max Nendel: Center for Mathematical Economics, Bielefeld University

No 746, Center for Mathematical Economics Working Papers from Center for Mathematical Economics, Bielefeld University

Abstract: In this work, we provide conditions for nonlinear monotone semigroups on locally convex vector lattices to give rise to a generalized notion of viscosity so- lutions to a related nonlinear partial differential equation. The semigroup needs to satisfy a convexity estimate, so called $K$-convexity, w.r.t. another family of opera- tors, defined on a potentially larger locally convex vector lattice. We then show that, under mild continuity requirements on the bounding family of operators, the semi- group yields viscosity solutions to the abstract Cauchy problem given in terms of its generator in the larger locally convex vector lattice. We apply our results to drift control problems for infinite-dimensional Lévy processes and robust optimal control problems for infinite-dimensional Ornstein-Uhlenbeck processes.

Keywords: nonlinear semigroup; viscosity solution; locally convex vector lattice; gen- eralized convexity; infinite-dimensional optimal control (search for similar items in EconPapers)
Pages: 15
Date: 2025-08-18
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Persistent link: https://EconPapers.repec.org/RePEc:bie:wpaper:746

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