The stochastic optimal control uses the differential equation of Bellman and its solution - the Bellman function. Recently the Bellman function proved to be an efficient tool for solving some (sometimes old) problems in harmonic analysis.
@article{SEDP_2001-2002____A19_0, author = {Volberg, Alexander}, title = {Bellman approach to some problems in harmonic analysis}, journal = {S\'eminaire \'Equations aux d\'eriv\'ees partielles (Polytechnique) dit aussi "S\'eminaire Goulaouic-Schwartz"}, note = {talk:19}, pages = {1--14}, publisher = {Centre de math\'ematiques Laurent Schwartz, \'Ecole polytechnique}, year = {2001-2002}, language = {en}, url = {http://archive.numdam.org/item/SEDP_2001-2002____A19_0/} }
TY - JOUR AU - Volberg, Alexander TI - Bellman approach to some problems in harmonic analysis JO - Séminaire Équations aux dérivées partielles (Polytechnique) dit aussi "Séminaire Goulaouic-Schwartz" N1 - talk:19 PY - 2001-2002 SP - 1 EP - 14 PB - Centre de mathématiques Laurent Schwartz, École polytechnique UR - http://archive.numdam.org/item/SEDP_2001-2002____A19_0/ LA - en ID - SEDP_2001-2002____A19_0 ER -
%0 Journal Article %A Volberg, Alexander %T Bellman approach to some problems in harmonic analysis %J Séminaire Équations aux dérivées partielles (Polytechnique) dit aussi "Séminaire Goulaouic-Schwartz" %Z talk:19 %D 2001-2002 %P 1-14 %I Centre de mathématiques Laurent Schwartz, École polytechnique %U http://archive.numdam.org/item/SEDP_2001-2002____A19_0/ %G en %F SEDP_2001-2002____A19_0
Volberg, Alexander. Bellman approach to some problems in harmonic analysis. Séminaire Équations aux dérivées partielles (Polytechnique) dit aussi "Séminaire Goulaouic-Schwartz" (2001-2002), Exposé no. 19, 14 p. http://archive.numdam.org/item/SEDP_2001-2002____A19_0/
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