Login Preferences
About News Publications Statistics Downloads API Guide License How to use Preferences
bn:03597900n
Noun Concept
Categories: Stochastic control, Optimal control, Dynamic programming, William Rowan Hamilton, Partial differential equations
EN
Hamilton–Jacobi–Bellman equation  Hamilton-Jacobi-Bellman equation  Hamiltonian-Jacobi-Bellman equation  Hamilton–Jacobi equation  HJB
EN
The Hamilton-Jacobi-Bellman equation is a nonlinear partial differential equation that provides necessary and sufficient conditions for optimality of a control with respect to a loss function. Wikipedia
Definitions
Relations
Sources
EN
The Hamilton-Jacobi-Bellman equation is a nonlinear partial differential equation that provides necessary and sufficient conditions for optimality of a control with respect to a loss function. Wikipedia
A condition for optimality of a control with respect to a loss function Wikipedia Disambiguation
An optimality condition in optimal control theory Wikidata
IS A
equation
NAMED AFTER
Hamilton
Jacobi
Richard E. Bellman
OPPOSITE OF
Bellman equation
Wikipedia
EN
Hamilton–Jacobi–Bellman equation
Wikidata
EN
Hamilton–Jacobi–Bellman equation
Wikipedia Redirections
EN
Hamilton-Jacobi-Bellman equation, Hamiltonian-Jacobi-Bellman equation, HJB, HJB equation
Wikidata Alias
EN
Hamilton–Jacobi equation, HJB equation

Please note that, in order to improve your browsing experience on this website, BabelNet® uses various types of cookies, including: browsing functionality, performance and statistical cookies.

By continuing to browse the site you are agreeing to our use of cookies. OK

License