arXiv Open Access 2021

The Hopf-Lax formula for multiobjective costs with non-constant discount via set optimization

Daniela Visetti

Lihat Sumber

Abstrak

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

Topik & Kata Kunci

math.OC

Penulis (1)

Daniela Visetti

Format Sitasi

APA MLA BibTeX

Visetti, D. (2021). The Hopf-Lax formula for multiobjective costs with non-constant discount via set optimization. https://arxiv.org/abs/2105.02157

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2021
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓