JournalArchiveVolume 26JCA26051Volume 26 (2019), No. 3, pp. 945–966Open accessFenchel-Moreau Conjugation Inequalities with Three Couplings and Application to the Stochastic Bellman EquationJean-Philippe Chancelier, Michel De LaraDownload full text ↗Copy citationAbstractKeywords: Fenchel-Moreau conjugacy, coupling, envelope function, generalized inf-convolution, Bellman equationAuthor informationContact details are reproduced from the original publication and may be historical.JCJean-Philippe ChancelierUniversité Paris-Est, CERMICS - ENPC, 77455 Marne la Vallée 2, FranceMDMichel De LaraUniversité Paris-Est, CERMICS - ENPC, 77455 Marne la Vallée 2, Francedelara@cermics.enpc.frKeywordsFenchel-Moreau conjugacycouplingenvelope functiongeneralized inf-convolutionBellman equationMathematics Subject Classification46N10, 47N10Suggested citationJ.-P. Chancelier, M. De Lara. “Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to the Stochastic Bellman Equation.” Journal of Convex Analysis 26 (2019), No. 3, 945–966.CopyCopyright Banach Press 2019← Previous articleExistence and Regularity of Optimal Convex Shapes for Functionals Involving the Robin EigenvaluesNext article →On the H-Cone-Functions for H-Convex Sets
MDMichel De LaraUniversité Paris-Est, CERMICS - ENPC, 77455 Marne la Vallée 2, Francedelara@cermics.enpc.fr
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