Publication: Hopf-Lax formula for variational problems with non-constant discount
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2009-09
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American Institute of Mathematical Sciences
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.
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Journal of geometric mechanics, vol. 1, n. 3, Sept. 2009, p. 357-367