PreprintCC BY 4.0arXiv
Bellman semigroups. Quarante ans d'après
Abstract
We revisit the relation between discrete- and continuous-time stationary dynamic optimization, using both the Bellman and Hamiltonian descriptions. We study the problem of embedding discrete Bellman--Lax--Oleinik operators and the associated Hamiltonian cascades into continuous-time dynamics. Rather subtle obstructions to such embeddings emerge even under the most natural assumptions.
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BibTeX
@misc{yakovenko2026bellman,
title = {{Bellman semigroups. Quarante ans d'après}},
author = {Sergei Yakovenko},
howpublished = {arXiv},
year = {2026},
month = oct,
doi = {10.48550/arxiv.2610.41436},
eprint = {2610.41436},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2610.41436},
note = {CC BY 4.0},
}
RIS
TY - UNPB
TI - Bellman semigroups. Quarante ans d'après
AU - Sergei Yakovenko
PY - 2026
DA - 2026/10/30
PB - arXiv
DO - 10.48550/arxiv.2610.41436
UR - https://arxiv.org/abs/2610.41436
AB - We revisit the relation between discrete- and continuous-time stationary dynamic optimization, using both the Bellman and Hamiltonian descriptions. We study the problem of embedding discrete Bellman--Lax--Oleinik operators and the associated Hamiltonian cascades into continuous-time dynamics. Rather subtle obstructions to such embeddings emerge even under the most natural assumptions.
ER -