Hopf-Lax formula for variational problems with non-constant discount

DOI10.3934/JGM.2009.1.357zbMath1191.35101arXiv0904.2090OpenAlexW2073894693MaRDI QIDQ973224

Juan Pablo Rincón-Zapatero

Publication date: 28 May 2010

Published in: Journal of Geometric Mechanics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0904.2090

zbMATH Keywords

Hamilton-Jacobi equationregularity propertiesdynamic programming equationHopf-Lax formulalinear dissipation termnon-constant discount

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Economic growth models (91B62) Initial value problems for nonlinear first-order PDEs (35F25) Hamilton-Jacobi equations (35F21)

Related Items (3)

Non-constant discounting and differential games with random time horizon ⋮ Heterogeneous discounting in economic problems ⋮ The Hopf-Lax formula for multiobjective costs with non-constant discount via set optimization

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