Hamilton-Jacobi-Bellman equation

English

Etymology

Named after William Rowan Hamilton, Carl Gustav Jacob Jacobi, and Richard E. Bellman.

Noun

Hamilton-Jacobi-Bellman equation (plural Hamilton-Jacobi-Bellman equations)

(mathematics) A nonlinear partial differential equation that provides necessary and sufficient conditions for optimality of a control with respect to a loss function.
Synonym: (abbreviation) HJB equation

Related terms

Bellman equation
Hamilton-Jacobi equation

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