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We develop the concept of pluri-Lagrangian structures for integrable hierarchies. This is a continuous counterpart of the pluri-Lagrangian (or Lagrangian multiform) theory of integrable lattice systems. We derive the multi-time Euler Lagrange equations in their full generality for hierarchies of two-dimensional systems, and construct a pluri-Lagrangian formulation of the potential Korteweg-de Vries hierarchy.

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