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贝尔曼方程
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贝尔曼方程
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Bellman equation
贝尔曼方程
美国数学家R.贝尔曼(Richard Bellman, 1920~1984)根据最优化原理和嵌入原理推导出的动态规划的基本方程,方程的每一级的单级最优化是本级的目标函数和从下一期开始的值函数之和。又称动态规划方程、现代变分法。
Mathematics
Bellman equation
贝尔曼方程
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