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

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URI: http://hdl.handle.net/10016/15519
ISSN: 1941-4889 (print)
ISSN: 1941-4897 (online)
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hopf-lax_rincon-zapatero_JGM_2009_pp.pdf (185.39 KB)
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2009-09
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American Institute of Mathematical Sciences
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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.
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Journal of geometric mechanics, vol. 1, n. 3, Sept. 2009, p. 357-367
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