The Hopf-Lax formula for multiobjective costs with non-constant discount via set optimization
Optimization and Control
2021-05-06 v1
Abstract
The minimization of a multiobjective Lagrangian with non-constant discount is studied. The problem is embedded into a set-valued framework and a corresponding definition of the value function is given. Bellman's optimality principle and Hopf-Lax formula are derived. The value function is shown to be a solution of a set-valued Hamilton-Jacobi equation.
Keywords
Cite
@article{arxiv.2105.02157,
title = {The Hopf-Lax formula for multiobjective costs with non-constant discount via set optimization},
author = {Daniela Visetti},
journal= {arXiv preprint arXiv:2105.02157},
year = {2021}
}