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
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/}
}
TY - JOUR AU - J.-P. Chancelier AU - M. De Lara TI - Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to the Stochastic Bellman Equation JO - Journal of convex analysis PY - 2019 SP - 945 EP - 966 VL - 26 IS - 3 UR - http://geodesic.mathdoc.fr/item/JCA_2019_26_3_JCA_2019_26_3_a14/ ID - JCA_2019_26_3_JCA_2019_26_3_a14 ER -
%0 Journal Article %A J.-P. Chancelier %A M. De Lara %T Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to the Stochastic Bellman Equation %J Journal of convex analysis %D 2019 %P 945-966 %V 26 %N 3 %U http://geodesic.mathdoc.fr/item/JCA_2019_26_3_JCA_2019_26_3_a14/ %F JCA_2019_26_3_JCA_2019_26_3_a14
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/