On Bellman equations in duality (Q1082603): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 00:53, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Bellman equations in duality |
scientific article |
Statements
On Bellman equations in duality (English)
0 references
1986
0 references
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 \[ \inf_{v}[\phi (D\psi,v)-\xi \cdot g(D\psi,v)]=0\quad a.e. \]
0 references
dual Bellman equations
0 references
