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arXiv · 0904.2090

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

Juan Pablo Rincón-Zapatero
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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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Juan Pablo Rincón-Zapatero. 2009-04-21. Hopf-Lax formula for variational problems with non-constant discount. https://arxiv.org/abs/0904.2090

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