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Hamilton-Jacobi-Bellman equation
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English
Etymology
Named after William Rowan Hamilton, Carl Gustav Jacob Jacobi, and Richard E. Bellman.
Noun
en math A nonlinear partial differential equation that provides necessary and sufficient conditions for optimality of a control with respect to a loss function.
en HJB equation abbreviation
Related terms
en Bellman equation
en Hamilton-Jacobi equation
en eponyms