Survey article: A user's guide to Bellman functions

DOI10.1216/RMJ-2011-41-3-631zbMath1225.49029MaRDI QIDQ633907

Janine Wittwer

Publication date: 2 August 2011

Published in: Rocky Mountain Journal of Mathematics (Search for Journal in Brave)

zbMATH Keywords

Bellman's function methodoptimal control of stochastic processes

Mathematics Subject Classification ID

Dynamic programming in optimal control and differential games (49L20) Optimal stochastic control (93E20)

Related Items (6)

Bilinear embedding for divergence-form operators with complex coefficients on irregular domains ⋮ SHARP WEIGHTED BOUNDS FOR GEOMETRIC MAXIMAL OPERATORS ⋮ Convexity of power functions and bilinear embedding for divergence-form operators with complex coefficients ⋮ Sharp \(L^{p,\infty}\to L^q\) estimates for the dyadic-like maximal operators ⋮ SHARP ESTIMATES FOR FUNCTIONS OF BOUNDED LOWER OSCILLATION ⋮ Sharp weighted logarithmic bound for maximal operators

Cites Work

• A sharp estimate for the weighted Hilbert transform via Bellman functions.
• A sharp estimate on the norm of the martingale transform
• Heating of the Ahlfors-Beurling operator: weakly quasiregular maps on the plane are quasiregular
• The Bellman functions and two-weight inequalities for Haar multipliers
• Estimates for Operator Norms on Weighted Spaces and Reverse Jensen Inequalities
• A sharp estimate on the norm of the continuous square function
• Wavelets and the angle between past and future
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