bellman function

  • 1Bellman equation — A Bellman equation (also known as a dynamic programming equation), named after its discoverer, Richard Bellman, is a necessary condition for optimality associated with the mathematical optimization method known as dynamic programming. It writes… …

    Wikipedia

  • 2Richard E. Bellman — Infobox Systems scientist H region = Control Theory era = 20th century color = #B0C4DE image caption = name = Richard E. Bellman birth = birth date|1920|8|26|df=y New York City, New York death = death date and age|1984|3|19|1920|8|26|df=y school… …

    Wikipedia

  • 3Hamilton-Jacobi-Bellman equation — The Hamilton Jacobi Bellman (HJB) equation is a partial differential equation which is central to optimal control theory.The solution of the HJB equation is the value function , which gives the optimal cost to go for a given dynamical system with …

    Wikipedia

  • 4Hamilton's principal function — The Hamilton s principal function is defined by the Hamilton–Jacobi equation (HJE), another alternative formulation of classical mechanics. This function S is related to the usual action, mathcal{S}, by fixing the initial time t {1} and endpoint… …

    Wikipedia

  • 5Dynamic programming — For the programming paradigm, see Dynamic programming language. In mathematics and computer science, dynamic programming is a method for solving complex problems by breaking them down into simpler subproblems. It is applicable to problems… …

    Wikipedia

  • 6Markov decision process — Markov decision processes (MDPs), named after Andrey Markov, provide a mathematical framework for modeling decision making in situations where outcomes are partly random and partly under the control of a decision maker. MDPs are useful for… …

    Wikipedia

  • 7Mathematical optimization — For other uses, see Optimization (disambiguation). The maximum of a paraboloid (red dot) In mathematics, computational science, or management science, mathematical optimization (alternatively, optimization or mathematical programming) refers to… …

    Wikipedia

  • 8List of numerical analysis topics — This is a list of numerical analysis topics, by Wikipedia page. Contents 1 General 2 Error 3 Elementary and special functions 4 Numerical linear algebra …

    Wikipedia

  • 9Spectral theory of ordinary differential equations — In mathematics, the spectral theory of ordinary differential equations is concerned with the determination of the spectrum and eigenfunction expansion associated with a linear ordinary differential equation. In his dissertation Hermann Weyl… …

    Wikipedia

  • 10Travelling salesman problem — The travelling salesman problem (TSP) is an NP hard problem in combinatorial optimization studied in operations research and theoretical computer science. Given a list of cities and their pairwise distances, the task is to find a shortest… …

    Wikipedia