Hopf-Lax formula for variational problems with non-constant discount
Analysis of PDEs
2009-04-21 v2
Abstract
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.
Cite
@article{arxiv.0904.2090,
title = {Hopf-Lax formula for variational problems with non-constant discount},
author = {Juan Pablo Rincón-Zapatero},
journal= {arXiv preprint arXiv:0904.2090},
year = {2009}
}
Comments
12 pages; corrected typos