Survey article: A user's guide to Bellman functions

DOI10.1216/RMJ-2011-41-3-631MaRDI QIDQ633907zbMATH OpenFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 999509 (Why is no real title available?)
• scientific article; zbMATH DE number 17010 (Why is no real title available?)
• scientific article; zbMATH DE number 952443 (Why is no real title available?)
• scientific article; zbMATH DE number 1445446 (Why is no real title available?)
• A sharp estimate for the weighted Hilbert transform via Bellman functions.
• A sharp estimate on the norm of the continuous square function
• A sharp estimate on the norm of the martingale transform
• Estimates for Operator Norms on Weighted Spaces and Reverse Jensen Inequalities
• Heating of the Ahlfors-Beurling operator: weakly quasiregular maps on the plane are quasiregular
• The Bellman functions and two-weight inequalities for Haar multipliers
• Wavelets and the angle between past and future

Cited in

(15)

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

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