Statements (25)
| Predicate | Object |
|---|---|
| gptkbp:instanceOf |
partial differential equations
|
| gptkbp:application |
gptkb:reinforcement_learning
economics engineering finance robotics |
| gptkbp:describes |
value function in optimal control
|
| gptkbp:field |
gptkb:mathematics
gptkb:optimal_control_theory |
| gptkbp:firstPublished |
1950s
|
| gptkbp:fullName |
gptkb:Hamilton–Jacobi–Bellman_equation
|
| https://www.w3.org/2000/01/rdf-schema#label |
HJB equation
|
| gptkbp:namedAfter |
gptkb:William_Rowan_Hamilton
gptkb:Carl_Gustav_Jacob_Jacobi gptkb:Richard_Bellman |
| gptkbp:relatedTo |
gptkb:Bellman_equation
Hamilton–Jacobi equation |
| gptkbp:solutionRepresents |
optimal cost-to-go function
|
| gptkbp:solvedBy |
dynamic programming principle
|
| gptkbp:type |
partial differential equations
|
| gptkbp:usedIn |
dynamic programming
stochastic control deterministic control |
| gptkbp:bfsParent |
gptkb:Hamilton–Jacobi–Bellman_equation
|
| gptkbp:bfsLayer |
7
|