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  2. Bellman equation - Wikipedia

    en.wikipedia.org/wiki/Bellman_equation

    A Bellman equation, named after Richard E. Bellman, is a necessary condition for optimality associated with the mathematical optimization method known as dynamic programming. [1] It writes the "value" of a decision problem at a certain point in time in terms of the payoff from some initial choices and the "value" of the remaining decision ...

  3. Markov decision process - Wikipedia

    en.wikipedia.org/wiki/Markov_decision_process

    Value iteration starts at = and as a guess of the value function. It then iterates, repeatedly computing V i + 1 {\displaystyle V_{i+1}} for all states s {\displaystyle s} , until V {\displaystyle V} converges with the left-hand side equal to the right-hand side (which is the " Bellman equation " for this problem [ clarification needed ] ).

  4. Hamilton–Jacobi–Bellman equation - Wikipedia

    en.wikipedia.org/wiki/Hamilton–Jacobi–Bellman...

    Its solution is the value function of the optimal control problem which, once known, can be used to obtain the optimal control by taking the maximizer (or minimizer) of the Hamiltonian involved in the HJB equation. [2] [3] The equation is a result of the theory of dynamic programming which was pioneered in the 1950s by Richard Bellman and ...

  5. Q-learning - Wikipedia

    en.wikipedia.org/wiki/Q-learning

    The core of the algorithm is a Bellman equation as a simple value iteration update, using the weighted average of the current value and the new information: [4]

  6. Dynamic programming - Wikipedia

    en.wikipedia.org/wiki/Dynamic_programming

    The value of any quantity of capital at any previous time can be calculated by backward induction using the Bellman equation. In this problem, for each t = 0 , 1 , 2 , … , T {\displaystyle t=0,1,2,\ldots ,T} , the Bellman equation is

  7. Stochastic dynamic programming - Wikipedia

    en.wikipedia.org/wiki/Stochastic_dynamic_programming

    Originally introduced by Richard E. Bellman in (Bellman 1957), stochastic dynamic programming is a technique for modelling and solving problems of decision making under uncertainty. Closely related to stochastic programming and dynamic programming, stochastic dynamic programming represents the problem under scrutiny in the form of a Bellman ...

  8. Partially observable Markov decision process - Wikipedia

    en.wikipedia.org/wiki/Partially_observable...

    This value function is solution to the Bellman optimality equation: ... Value iteration applies dynamic programming update to gradually improve on the value until ...

  9. Fixed-point iteration - Wikipedia

    en.wikipedia.org/wiki/Fixed-point_iteration

    The iteration capability in Excel can be used to find solutions to the Colebrook equation to an accuracy of 15 significant figures. [3] [4] Some of the "successive approximation" schemes used in dynamic programming to solve Bellman's functional equation are based on fixed-point iterations in the space of the return function. [5] [6]