Hamilton-Jacobi-Bellman equation
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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