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

49L20: Dynamic programming in optimal control and differential games

93E20: Optimal stochastic control

Related Items

SHARP ESTIMATES FOR FUNCTIONS OF BOUNDED LOWER OSCILLATION, SHARP WEIGHTED BOUNDS FOR GEOMETRIC MAXIMAL OPERATORS, Sharp \(L^{p,\infty}\to L^q\) estimates for the dyadic-like maximal operators, 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 weighted logarithmic bound for maximal operators

Cites Work

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• A sharp estimate on the norm of the continuous square function
• Wavelets and the angle between past and future