Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to the Stochastic Bellman Equation
Journal of convex analysis, Tome 26 (2019) no. 3, pp. 945-966
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Classification : 46N10, 47N10
@article{JCA_2019_26_3_JCA_2019_26_3_a14,
     author = {J.-P. Chancelier and M. De Lara},
     title = {Fenchel-Moreau {Conjugation} {Inequalities} with {Three} {Couplings} and {Application} to the {Stochastic} {Bellman} {Equation}},
     journal = {Journal of convex analysis},
     pages = {945--966},
     year = {2019},
     volume = {26},
     number = {3},
     url = {http://geodesic.mathdoc.fr/item/JCA_2019_26_3_JCA_2019_26_3_a14/}
}
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J.-P. Chancelier; M. De Lara. Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to the Stochastic Bellman Equation. Journal of convex analysis, Tome 26 (2019) no. 3, pp. 945-966. http://geodesic.mathdoc.fr/item/JCA_2019_26_3_JCA_2019_26_3_a14/