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Latest revision as of 08:48, 30 July 2024

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On Bellman equations in duality
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    On Bellman equations in duality (English)
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    1986
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    The author receives different statements for the standard Bellman equation which are connected with dual Bellman equations; a prototype of a dual Bellman equation is the following: find a function \(\psi(\xi)\) such that \[ \inf_{v}[\phi (D\psi,v)-\xi \cdot g(D\psi,v)]=0\quad a.e. \]
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    dual Bellman equations
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