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We study the optimal control of path-dependent piecewise deterministic processes. An appropriate dynamic programming principle is established. We prove that the associated value function is the unique minimax solution of the corresponding non-local path-dependent Hamilton-Jacobi-Bellman equation. This is the first well-posedness result for nonsmooth solutions of fully nonlinear non-local path-dependent partial differential equations. 

We establish existence and uniqueness of minimax solutions for a fairly general class of path-dependent Hamilton-Jacobi equations. In particular, the relevant Hamiltonians can contain the solution and they only need to be measurable with respect to time. We apply our results to optimal control problems of (delay) functional differential equations with cost functionals that have discount factors and with time-measurable data. Our main results are also crucial for our companion paper Bandini and Keller [arXiv preprint arXiv:2408.02147 (2024)], where non-local path-dependent Hamilton-Jacobi-Bellman equations associated to the stochastic optimal control of non-Markovian piecewise deterministic processes are studied. 

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), pp. 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), pp. 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.