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

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We provide a Hop-Lax formula for variational problems with non-constant discount and deduce a dynamic programming equation. We also study some regularity properties of the value function.
12 pages; corrected typos

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Analysis of PDEs, 35C05

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http://salesiana.dossiersoluciones.com/handle/123456789/227742

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/0904.2090
 http://arxiv.org/abs/0904.2090

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arXiv