一类算子迹的不等式

将一个算子迹的不等式进行加细,并获得了一个新的算子迹不等式.     

关于正定矩阵的迹的不等式

<正>文〔1〕对Bellman.R获得的正定矩阵A、B的迹的不等式:Ztr(AB)《tr(A名)+文〔1〕对Bellman.R获得的正定矩阵A、B的迹的不等式:     

关于算子迹的Bellman不等式

本文将矩阵中关于半正定 Hermite矩阵的 Bellman不等tr(AB) k tr(Ak Bk) ,k =1 ,2 ,…推广到 Hilbert空间 ,得到关于正的迹算子的相应不等式     

从矩阵迹关系过渡到算子迹关系的一个通用方法

本文给出了一个将矩阵迹的不等式推广为Ｈｉｌｂｅｒｔ空间中算子迹的不等式的方法，并用它较简捷地将矩阵论中Ｂｅｌｌｍａｎ问题的已有结果以及其它一些矩阵迹的不等式推广为算子迹的相应不等式。     

关于矩阵迹的一些不等式

对由Bellman不等式推导的两个关于实正定对称矩阵迹的不等式进行了进一步的推广,并得到了一系列的关于矩阵迹的不等式。     

关于矩阵和算子迹的一组不等式

给出关于半正定矩阵迹和正算子迹的一组不等式,得到与邱贤忠关于实数的不等式的类似结果.     

关于一Bellman不等式的一点注记(英文)

考虑不等式 :tr(AB) m≤ tr(Am Bm) ,m=1 ,2 ,3 ,… ,其中矩阵 A,B均为 n× n(n为任意的自然数 )的实对称正定矩阵 .它是 Richard Bellman教授在 1 980年德国 Oberwolfach市召开的第二届国际不等式会议上提出的 2 0个矩阵迹不等式的其中之一 .其余 1 9个不等式均被彻底解决 .本文给出了一个有效的使得上述不等式成立的充分条件     

τ-可测算子迹的不等式

设m是具有忠实正规半有限迹τ的Hilbert空间上的一个半有限von Neumann代数.隶属于m的—个闭稠定算子x称为τ可测,如果存在常数λ≥0使得τ（e｜x｜（λ,∞））〈∞.将一些很有用的已知的Hilbert空间算子迹的不等式推广到τ-可测算子迹.特别是这些不等式蕴涵了n-元τ-可测算子的Clarkson不等式.同时还给出了τ-可测算子的广义平行四边形法则.     

关于半正定Hermite矩阵乘积迹的一个不等式

关于矩阵的迹,[5,6]推广了Bellman不等式,在A_1,A_2,…,A_m为n阶两两可换的正定Hermite矩阵的条件下,证明了本文中的不等式(2).本文对半正定Hermite矩阵乘积的迹证明了一个新的更强的不等式(1).从而不等式(1)和(2)成立的条件只要求A_1,A_2,…,A_m是半正定的Hermite矩阵.     

可测算子的算子不等式

设M是作用在Hilbert空间F上的,带有一个忠实的,半有限的正规迹t的半有限的von Neumann代数.设■是所有可测算子构成的集合.本文首先给出了非交换Banach函数空间上的范数不等式,其次研究了可测算子的奇异值不等式,最后讨论了t-可测算子的奇异值不等式之间的关系.     

Bessel-type inequalities in Hilbert C *-modules

Regarding the generalizations of the Bessel inequality in Hilbert spaces which are due to Bombieri and Boas–Bellman, we obtain a version of the Bessel inequality and some generalizations of this inequality in the framework of Hilbert C *-modules.     

The Bellman function of the dyadic maximal operator related to Kolmogorov’s inequality

We precisely evaluate the Bellman function of two variables of the dyadic maximal operator related to Kolmogorov’s inequality, thus giving an alternative proof of the results in [3]. Additionally, we characterize the sequences of functions that are extremal for this Bellman function. More precisely, we prove that they behave approximately like eigenfunctions of the dyadic maximal operator, for a specific eigenvalue.     

Singular optimal controls of stochastic recursive systems and Hamilton–Jacobi–Bellman inequality

In this paper, we study the optimal singular controls for stochastic recursive systems, in which the control has two components: the regular control, and the singular control. Under certain assumptions, we establish the dynamic programming principle for this kind of optimal singular controls problem, and prove that the value function is a unique viscosity solution of the corresponding Hamilton–Jacobi–Bellman inequality, in a given class of bounded and continuous functions. At last, an example is given for illustration.     

A numerical scheme for the impulse control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB)

In this paper, we outline an impulse stochastic control formulation for pricing variable annuities with a guaranteed minimum withdrawal benefit (GMWB) assuming the policyholder is allowed to withdraw funds continuously. We develop a numerical scheme for solving the Hamilton–Jacobi–Bellman (HJB) variational inequality corresponding to the impulse control problem. We prove the convergence of our scheme to the viscosity solution of the continuous withdrawal problem, provided a strong comparison result holds. The scheme can be easily generalized to price discrete withdrawal contracts. Numerical experiments are conducted, which show a region where the optimal control appears to be non-unique.     

Mutual estimates of <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript>-norms and the Bellman function

In this paper, we describe the range of the L^p-norm of a function under fixed L^p-norms with two other different exponents p and under a natural multiplicative restriction of the type of the Muckenhoupt condition. Particular cases of such results are simple inequalities as the interpolation inequality between two L^p-norms as well as such nontrivial inequalities as the Gehring inequality or the reverse H?lder inequality for Mackenhoupt weights. The basic method of our paper is the search for the exact Bellman function of the corresponding extremal problem. Bibliography: 5 Translated from Zapiski Nauchnykh Seminarov POMI, Vol. 355, 2008, pp. 81–138.     

On unbounded solutions of Bellman's equation associated with optimal switching control problems with state constraints

We study a quasi-variational inequality system with unbounded solutions. It represents the Bellman equation associated with an optimal switching control problem with state constraints arising from production engineering. We show that the optimal cost is the unique viscosity solution of the system.This work was supported by the National Research Council of Argentina, Grant No. PID-BID 213.     

A new domain decomposition method for an HJB equation

In this paper we propose a new domain decompostion method for solving a Hamilton–Jacobi–Bellman equation of second order. The basic idea is to solve an equivalent quasivariational inequality instead of the original discretized HJB equation.     

Solving Internal Habit Formation Models Through Dynamic Programming in Infinite Dimension

In this paper, we study an economic model, where internal habits play a role. Their formation is described by a more general functional form than is usually assumed in the literature, because a finite memory effect is allowed. Indeed, the problem becomes the optimal control of a standard ordinary differential equation, with the past of the control entering both the objective function and an inequality constraint. Therefore, the problem is intrinsically infinite dimensional. To solve this model, we apply the dynamic programming approach and we find an explicit solution for the associated Hamilton–Jacobi–Bellman equation, which lets us write the optimal strategies in feedback form. Therefore, we contribute to the existing literature in two ways. Firstly, we fully develop the dynamic programming approach to a type of problem not studied in previous contributions. Secondly, we use this result to unveil the global dynamics of an economy characterized by generic internal habits.