Hamilton–Jacobi equations for Wasserstein controlled gradient flows: existence of viscosity solutions

This work is the third part of a program initiated in [12], [11] aiming at the development of an intrinsic geometric well-posedness theory for Hamilton–Jacobi equations related to controlled gradient flow problems in metric spaces. In this paper, we finish our analysis in the context of Wasserstein gradient flows with underlying energy functional satisfying McCann's condition. More prescisely, we establish that the value function for a linearly controlled gradient flow problem whose running cost is quadratic in the control variable and just continuous in the state variable yields a viscosity solution to the Hamilton–Jacobi equation in terms of two operators introduced in our former works, acting as rigorous upper and lower bounds for the formal Hamiltonian at hand. The definition of these operators is directly inspired by the Evolution Variational Inequality formulation of gradient flows (EVI): one of the main innovations of this work is to introduce a controlled version of EVI, which turns out to be crucial in establishing regularity properties, energy and metric bounds along optimzing sequences in the controlled gradient flow problem that defines the candidate solution.