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JOURNALS // Zapiski Nauchnykh Seminarov POMI // Archive
Zap. Nauchn. Sem. POMI, 2022 Volume 512, Pages 40–87 (Mi znsl7218)
On locally concave functions on simplest nonconvex domain

P. B. Zatitskiy, D. M. Stolyarov

Saint-Petersburg State University, Department of Mathematics and Computer Science

Abstract: It is shown that certain Bellman functions of several variables are minimal locally concave functions. This generalizes earlier results about Bellman functions of two variables.

Key words and phrases: Bellman function, martingale.

UDC: 517.51

Received: 24.06.2022


© Steklov Math. Inst. of RAS, 2025