Hopf-Lax formula for variational problems with non-constant discount (Q973224)
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scientific article
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| English | Hopf-Lax formula for variational problems with non-constant discount |
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Hopf-Lax formula for variational problems with non-constant discount (English)
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28 May 2010
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Hamilton-Jacobi equation
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Hopf-Lax formula
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non-constant discount
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linear dissipation term
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dynamic programming equation
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regularity properties
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