Controlled Interacting Branching Diffusion Processes: A Viscosity Approach
We study optimal control problems for interacting branching diffusion processes, a class of measure-valued dynamics capturing both spatial motion and branching mechanisms. From the perspective of the dynamic programming principle, we establish a rigorous connection between the control problem and an infinite system of coupled Hamilton--Jacobi--Bellman (HJB) equations, obtained through a bijection between admissible particle configurations and the disjoint topological union of countable Euclidean spaces. Under natural coercivity conditions on the cost functionals, we show that these growth conditions transfer to the value function and yield a viscosity characterization in the class of functions satisfying the same bounds. We further prove a comparison principle, which allows us to fully characterize the control problem through the associated HJB equation. Finally, we show that the problem simplifies in the mean-field regime, where the model coefficients exhibit symmetry with respect to the indices of the individuals in the population. This permutation invariance allows us to restrict attention to a reduced class of symmetric admissible controls, a reduction established by combining the viscosity characterization of the value function with measurable selection arguments.