Hamilton-Jacobi-Bellman equation

English

Etymology

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

Noun

Hamilton-Jacobi-Bellman equation (plural Hamilton-Jacobi-Bellman equations)

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

   Synonym: (abbreviation) HJB equation

Related terms

• Bellman equation
• Hamilton-Jacobi equation