Hamilton–Jacobi–Bellman equation
GPTKB entity
Statements (30)
Predicate | Object |
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gptkbp:instanceOf |
gptkb:mathematical_concept
|
gptkbp:abbreviation |
gptkb:HJB_equation
|
gptkbp:application |
gptkb:reinforcement_learning
economics engineering finance robotics |
gptkbp:describes |
value function in optimal control
|
gptkbp:field |
gptkb:mathematics
gptkb:optimal_control_theory applied mathematics |
gptkbp:formedBy |
1950s
|
https://www.w3.org/2000/01/rdf-schema#label |
Hamilton–Jacobi–Bellman equation
|
gptkbp:namedAfter |
gptkb:William_Rowan_Hamilton
gptkb:Carl_Gustav_Jacob_Jacobi gptkb:Richard_Bellman |
gptkbp:relatedTo |
gptkb:Bellman_equation
gptkb:Pontryagin's_maximum_principle Hamilton–Jacobi equation |
gptkbp:solvedBy |
numerical methods
viscosity solutions dynamic programming principle optimal control problems |
gptkbp:type |
partial differential equations
|
gptkbp:usedIn |
dynamic programming
stochastic control deterministic control |
gptkbp:bfsParent |
gptkb:Bellman_equation
gptkb:optimal_control_theory |
gptkbp:bfsLayer |
6
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