The Hopf-Lax formula for multiobjective costs with non-constant discount via set optimization
| Autor: | Daniela Visetti |
|---|---|
| Přispěvatelé: | Visetti, D |
| Jazyk: | angličtina |
| Rok vydání: | 2023 |
| Předmět: |
Discount factor
Multicriteria calculus of variation Optimization and Control (math.OC) Applied Mathematics Mathematics::Optimization and Control FOS: Mathematics Value function Hopf-Lax formula SECS-S/06 - METODI MATEMATICI DELL'ECONOMIA E DELLE SCIENZE ATTUARIALI E FINANZIARIE Bellman's principle Mathematics - Optimization and Control Analysis Hamilton-Jacobi-Bellman equation |
| Popis: | 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. |
| Databáze: | OpenAIRE |
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