English Explanatory Dictionary

Hamilton-Jacobi-Bellman equation

English dictionary entry

Meanings

noun
  1. A nonlinear partial differential equation that provides necessary and sufficient conditions for optimality of a control with respect to a loss function.

Word forms

Hamilton-Jacobi-Bellman equation Hamilton-Jacobi-Bellman equations

Etymology

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

Synonyms

HJB equation

Related words

Bellman equation Hamilton-Jacobi equation
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