The Hopf-Lax formula for multiobjective costs with non-constant discount via set optimization (Q2102111): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q647218 |
||
| Property / author | |||
| Property / author: Daniela Visetti / rank | |||
Revision as of 11:41, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Hopf-Lax formula for multiobjective costs with non-constant discount via set optimization |
scientific article |
Statements
The Hopf-Lax formula for multiobjective costs with non-constant discount via set optimization (English)
0 references
28 November 2022
0 references
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.
0 references
multicriteria calculus of variations
0 references
value function
0 references
discount factor
0 references
Hopf-Lax formula
0 references
Bellman's principle
0 references
Hamilton-Jacobi-Bellman equation
0 references
