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

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dc.creatorRincón-Zapatero, Juan Pablo
dc.date2009-04-14
dc.date2009-04-21
dc.date.accessioned2026-07-07T13:06:19Z
dc.date.available2026-07-07T13:06:19Z
dc.descriptionWe 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.
dc.description12 pages; corrected typos
dc.identifierhttps://arxiv.org/abs/0904.2090
dc.identifierhttp://arxiv.org/abs/0904.2090
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/227742
dc.subjectAnalysis of PDEs
dc.subject35C05
dc.titleHopf-Lax formula for variational problems with non-constant discount
dc.typetext

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