Bellman inequality for Hilbert space operators

Abstract: We establish some operator versions of Bellman's inequality. In particular, we prove that if

P h i : m a t h b b B (m a t h s c r H) o m a t h b b B (m a t h s c r K)

is a unital positive linear map,

A, B i n m a t h b b B (m a t h s c r H)

are contractions,

p > 1

and

0 l e q l a m b d a l e q 1

, then {eqnarray*} �ig(Phi(I_mathscr{H}-A

abla_{lambda}B)�ig)^{1/p}gePhi�ig((I_mathscr{H}-A)^{1/p}

abla_{lambda}(I_mathscr{H}-B)^{1/p}�ig). {eqnarray*}

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