Journal of Convex Analysis 26 (2019), No. 3, 945--966
Copyright Heldermann Verlag 2019
Fenchel-Moreau Conjugation Inequalities with Three Couplings and Application to the Stochastic Bellman Equation
Jean-Philippe Chancelier
Université Paris-Est, CERMICS - ENPC, 77455 Marne la Vallée 2, France
Michel De Lara
Université Paris-Est, CERMICS - ENPC, 77455 Marne la Vallée 2, France
delara@cermics.enpc.fr
[Abstract-pdf]
Keywords: Fenchel-Moreau conjugacy, coupling, envelope function, generalized inf-convolution, Bellman equation.
MSC: 46N10, 47N10.
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