We have performed H and Ks band observations of the planetary system around HR 8799 using the new AO system at the Large Binocular Telescope and the PISCES Camera. The excellent instrument performance (Strehl ratios up to 80% in H band) enabled detection the inner planet HR8799e in the H band for the first time. The H and Ks magnitudes of HR8799e are similar to those of planets c and d, with planet e slightly brighter. Therefore, HR8799e is likely slightly more massive than c and d. We also explored possible orbital configurations and their orbital stability. We confirm that the orbits of planets b, c and e are consistent with being circular and coplanar; planet d should have either an orbital eccentricity of about 0.1 or be non-coplanar with respect to b and c. Planet e can not be in circular and coplanar orbit in a 4:2:1 mean motion resonances with c and d, while coplanar and circular orbits are allowed for a 5:2 resonance. The analysis of dynamical stability shows that the system is highly unstable or chaotic when planetary masses of about 5 MJup for b and 7 MJup for the other planets are adopted. Significant regions of dynamical stability for timescales of tens of Myr are found when adopting planetary masses of about 3.5, 5, 5, and 5 Mjup for HR 8799 b, c, d, and e respectively. These masses are below the current estimates based on the stellar age (30 Myr) and theoretical models of substellar objects.