A note on the operator Bellman inequality (Q2204762): Difference between revisions

Assume that \(n, r\in\mathbb{N}\), \(A, B, a_i, b_i\in\mathbb{R}^+~(i=1, \dots, n)\) such that \(\sum_{i=1}^{n}a_i^r\le A^r\) and \(\sum_{i=1}^nb_i^r \le B^r\). Then \[ \left(A^r-\sum_{i=1}^na_i^r\right)^{\frac{1}{r}}+\left(B^r-\sum_{i=1}^nb_i^r\right)^{\frac{1}{r}}\le \left((A+B)^r-\sum_{i=1}^n(a_i+b_i)^r\right)^{\frac{1}{r}}\,. \] The above inequality is called Bellman inequality. The operator version of this inequality is given by \[ \Phi\big(f(A)\nabla_vf(B)\big) \le \Phi\big(f(A\nabla_vB)\big), \] where \(f\) is an operator concave function on \(J\subset(0, \infty)\) and \(A, B\in\mathbb{B}(\mathcal{H})\) are positive operators with spectra contained in \(J\). In particular, \[ \Phi\big((I-A)^r\nabla_v(I-B)^r\big)\le\Phi(I-A\nabla_vB)^r, \] where \(A, B\in\mathbb{B}(\mathcal{H})\), \(\|A\|, \|B\|\le 1\), \(r, v\in[0, 1]\), and \(\Phi\) is a normalized positive linear map on \(\mathbb{B}(\mathcal{H})\) such that \(\mathcal{H}\) is a complex Hilbert space. In this paper, the authors generalize this inequality and propose a reverse version of it in the additive case.