The Oleinik-Lax-type formulas for multi-time Hamilton-Jacobi equations

Authors: Trần Đức Vân, Mai Đức Thành,

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Publisher, magazine: ,

Publication year: 2000

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Abstract

It is supposed that \(H_i= H_i(\gamma,p)\) is nondecreasing in \(\gamma\in\mathbb{R}\) and convex and positively homogeneous of degree one in \(p\in\mathbb{R}^n\).

Tags: mathematical economics; existence and uniqueness