The Hopf-Lax formula for multiobjective costs with non-constant discount via set optimization (Q2102111): Difference between revisions

In this paper, the minimization of a multiobjective Lagrangian with non-constant discount is studied. To this end, the problem is embedded into a set-valued framework, and a Bellman's optimality principle and a Hopf-Lax formula are derived. The value function is shown to be a solution of a set-valued Hamilton-Jacobi equation.

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reviewed by

Radu Ioan Boţ

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zbMATH Keywords

multicriteria calculus of variations

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value function

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discount factor

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Hopf-Lax formula

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Bellman's principle

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Hamilton-Jacobi-Bellman equation

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author

Daniela Visetti

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MaRDI profile type

MaRDI publication profile

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cites work

Lax-Hopf formula and Max-Plus properties of solutions to Hamilton-Jacobi equations

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Set-valued analysis

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Integrals of set-valued functions

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Lax type formulas with lower semicontinuous initial data and hypercontractivity results

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Ramsey Meets Laibson in the Neoclassical Growth Model

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Hopf-Lax-type formula for \(u_ t+ H(u, Du)=0\)

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Q4821526

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Global inversion of functions: An introduction

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Set Optimization—A Rather Short Introduction

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Directional derivatives and subdifferentials of set-valued convex functions

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The value functions approach and Hopf-Lax formula for multiobjective costs via set optimization

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Solution concepts in vector optimization: a fresh look at an old story

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Q5555234

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Non-constant discounting in continuous time

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Golden Eggs and Hyperbolic Discounting

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Hyperbolic systems of conservation laws II

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Non-constant discounting in finite horizon: the free terminal time case

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Heterogeneous discounting in economic problems

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Non-constant discounting and differential games with random time horizon

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

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The Hopf-Lax formula gives the unique viscosity solution

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Identifiers

zbMATH Open document ID

1505.49016

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DOI

10.1016/j.jmaa.2022.126828

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:2102111

@@ Property / cites work @@
+Lax-Hopf formula and Max-Plus properties of solutions to Hamilton-Jacobi equations
+Normal rank
@@ Property / cites work @@
+Set-valued analysis
@@ Property / cites work: Set-valued analysis / rank @@
+Normal rank
@@ Property / cites work @@
+Integrals of set-valued functions
@@ Property / cites work: Integrals of set-valued functions / rank @@
+Normal rank
@@ Property / cites work @@
+Lax type formulas with lower semicontinuous initial data and hypercontractivity results
+Normal rank
@@ Property / cites work @@
+Ramsey Meets Laibson in the Neoclassical Growth Model
+Normal rank
@@ Property / cites work @@
+Hopf-Lax-type formula for \(u_ t+ H(u, Du)=0\)
@@ Property / cites work: Hopf-Lax-type formula for \(u_ t+ H(u, Du)=0\) / rank @@
+Normal rank
@@ Property / cites work @@
+Q4821526
@@ Property / cites work: Q4821526 / rank @@
+Normal rank
@@ Property / cites work @@
+Global inversion of functions: An introduction
@@ Property / cites work: Global inversion of functions: An introduction / rank @@
+Normal rank
@@ Property / cites work @@
+Set Optimization—A Rather Short Introduction
@@ Property / cites work: Set Optimization—A Rather Short Introduction / rank @@
+Normal rank
@@ Property / cites work @@
+Directional derivatives and subdifferentials of set-valued convex functions
+Normal rank
@@ Property / cites work @@
+The value functions approach and Hopf-Lax formula for multiobjective costs via set optimization
+Normal rank
@@ Property / cites work @@
+Solution concepts in vector optimization: a fresh look at an old story
+Normal rank
@@ Property / cites work @@
+Q5555234
@@ Property / cites work: Q5555234 / rank @@
+Normal rank
@@ Property / cites work @@
+Non-constant discounting in continuous time
@@ Property / cites work: Non-constant discounting in continuous time / rank @@
+Normal rank
@@ Property / cites work @@
+Golden Eggs and Hyperbolic Discounting
@@ Property / cites work: Golden Eggs and Hyperbolic Discounting / rank @@
+Normal rank
@@ Property / cites work @@
+Hyperbolic systems of conservation laws II
@@ Property / cites work: Hyperbolic systems of conservation laws II / rank @@
+Normal rank
@@ Property / cites work @@
+Non-constant discounting in finite horizon: the free terminal time case
+Normal rank
@@ Property / cites work @@
+Heterogeneous discounting in economic problems
@@ Property / cites work: Heterogeneous discounting in economic problems / rank @@
+Normal rank
@@ Property / cites work @@
+Non-constant discounting and differential games with random time horizon
+Normal rank
@@ Property / cites work @@
+Hopf-Lax formula for variational problems with non-constant discount
+Normal rank
@@ Property / cites work @@
+The Hopf-Lax formula gives the unique viscosity solution
+Normal rank