On Bellman equations in duality (Q1082603)
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scientific article; zbMATH DE number 3973701
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On Bellman equations in duality |
scientific article; zbMATH DE number 3973701 |
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On Bellman equations in duality (English)
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1986
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The author receives different statements for the standard Bellman equation which are connected with dual Bellman equations; a prototype of a dual Bellman equation is the following: find a function \(\psi(\xi)\) such that \[ \inf_{v}[\phi (D\psi,v)-\xi \cdot g(D\psi,v)]=0\quad a.e. \]
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dual Bellman equations
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