Survey article: A user's guide to Bellman functions

DOI10.1216/RMJ-2011-41-3-631zbMATH Open1225.49029MaRDI QIDQ633907FDOQ633907

Authors: Janine Wittwer 

Publication date: 2 August 2011

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

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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)

Cites Work

• Estimates for Operator Norms on Weighted Spaces and Reverse Jensen Inequalities
• A sharp estimate on the norm of the martingale transform
• Title not available (Why is that?)
• The Bellman functions and two-weight inequalities for Haar multipliers
• A sharp estimate for the weighted Hilbert transform via Bellman functions.
• Heating of the Ahlfors-Beurling operator: weakly quasiregular maps on the plane are quasiregular
• Title not available (Why is that?)
• Wavelets and the angle between past and future
• A sharp estimate on the norm of the continuous square function
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (15)

• On the Bellman function method for operators on martingales
• Bilinear embedding for divergence-form operators with complex coefficients on irregular domains
• Convexity of power functions and bilinear embedding for divergence-form operators with complex coefficients
• SHARP ESTIMATES FOR FUNCTIONS OF BOUNDED LOWER OSCILLATION
• Bellman approach to some problems in harmonic analysis
• Bellman functions and MRA wavelets
• Bellman functions and continuous time
• A modification of the Chang-Wilson-Wolff inequality via the Bellman function
• Sharp \(L^{p,\infty}\to L^q\) estimates for the dyadic-like maximal operators
• Sharp weighted logarithmic bound for maximal operators
• Bellman function method for general operators on martingales: arbitrary regular filtrations
• Sharp weighted bounds for geometric maximal operators
• On a Bellman function associated with the Chang-Wilson-Wolff theorem: a case study
• The Bellman function technique in harmonic analysis
• Burkholder meets Gundy: Bellman function method for general operators on martingales

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