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44 relations: Algebraic Riccati equation, Automatic basis function construction, Backward induction, Bayesian game, Bellman, Bellman pseudospectral method, Compensating variation, Curse of dimensionality, David Thesmar, Differential dynamic programming, Dijkstra's algorithm, Dynamic inconsistency, Dynamic programming, Equivalent variation, Fixed-point iteration, Free energy principle, Functional equation, Gas centrifuge, Glossary of economics, Hamilton–Jacobi–Bellman equation, Index of economics articles, John Rust, List of numerical analysis topics, List of scientific equations named after people, List of terms relating to algorithms and data structures, Markov decision process, Mathematical optimization, Multi-objective optimization, Navigation function, New classical macroeconomics, Nonlinear system, Optimal control, Optimal stopping, Optimal substructure, Partially observable Markov decision process, Perturbation function, Recursion, Recursive economics, Reinforcement learning, Richard E. Bellman, Separative work units, Stochastic control, Stochastic dynamic programming, Value (mathematics).
Algebraic Riccati equation
An algebraic Riccati equation is a type of nonlinear equation that arises in the context of infinite-horizon optimal control problems in continuous time or discrete time.
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Automatic basis function construction
Automatic basis function construction (or basis discovery) is the method of looking for a set of task-independent basis functions that map the state space to a lower-dimensional embedding, while still representing the value function accurately.
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Backward induction
Backward induction is the process of reasoning backwards in time, from the end of a problem or situation, to determine a sequence of optimal actions.
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Bayesian game
In game theory, a Bayesian game is a game in which the players have incomplete information on the other players (e.g. on their available strategies or payoffs), but, they have beliefs with known probability distribution.
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Bellman
A bellman or town crier is an officer of the court who makes public pronouncements as required by the court, and can also be used to make public announcements in the streets.
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Bellman pseudospectral method
The Bellman pseudospectral method is a pseudospectral method for optimal control based on Bellman's principle of optimality.
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Compensating variation
In economics, compensating variation (CV) is a measure of utility change introduced by John Hicks (1939).
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Curse of dimensionality
The curse of dimensionality refers to various phenomena that arise when analyzing and organizing data in high-dimensional spaces (often with hundreds or thousands of dimensions) that do not occur in low-dimensional settings such as the three-dimensional physical space of everyday experience.
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David Thesmar
David Thesmar (born in France on March 7th, 1972) is a French economist who currently works as Franco Modigliani Professor Financial Economics at the MIT Sloan School of Management.
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Differential dynamic programming
Differential dynamic programming (DDP) is an optimal control algorithm of the trajectory optimization class.
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Dijkstra's algorithm
Dijkstra's algorithm is an algorithm for finding the shortest paths between nodes in a graph, which may represent, for example, road networks.
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Dynamic inconsistency
In economics, dynamic inconsistency or time inconsistency is a situation in which a decision-maker's preferences change over time in such a way that a preference can become inconsistent at another point in time.
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Dynamic programming
Dynamic programming is both a mathematical optimization method and a computer programming method.
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Equivalent variation
Equivalent variation (EV) is a measure of economic welfare changes associated with changes in prices.
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Fixed-point iteration
In numerical analysis, fixed-point iteration is a method of computing fixed points of iterated functions.
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Free energy principle
The free energy principle tries to explain how (biological) systems maintain their order (non-equilibrium steady-state) by restricting themselves to a limited number of states.
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Functional equation
In mathematics, a functional equation is any equation in which the unknown represents a function.
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Gas centrifuge
A gas centrifuge is a device that performs isotope separation of gases.
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Glossary of economics
Most of the terms listed in Wikipedia glossaries are already defined and explained within Wikipedia itself.
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Hamilton–Jacobi–Bellman equation
The Hamilton–Jacobi–Bellman (HJB) equation is a partial differential equation which is central to optimal control theory.
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Index of economics articles
This aims to be a complete article list of economics topics.
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John Rust
John Philip Rust (born May 23, 1955) is an American economist and econometrician.
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List of numerical analysis topics
This is a list of numerical analysis topics.
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List of scientific equations named after people
This is a list of scientific equations named after people (eponymous equations).
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List of terms relating to algorithms and data structures
The NIST Dictionary of Algorithms and Data Structures is a reference work maintained by the U.S. National Institute of Standards and Technology.
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Markov decision process
Markov decision processes (MDPs) provide a mathematical framework for modeling decision making in situations where outcomes are partly random and partly under the control of a decision maker.
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Mathematical optimization
In mathematics, computer science and operations research, mathematical optimization or mathematical programming, alternatively spelled optimisation, is the selection of a best element (with regard to some criterion) from some set of available alternatives.
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Multi-objective optimization
Multi-objective optimization (also known as multi-objective programming, vector optimization, multicriteria optimization, multiattribute optimization or Pareto optimization) is an area of multiple criteria decision making, that is concerned with mathematical optimization problems involving more than one objective function to be optimized simultaneously.
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Navigation function
Navigation function usually refers to a function of position, velocity, acceleration and time which is used to plan robot trajectories through the environment.
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New classical macroeconomics
New classical macroeconomics, sometimes simply called new classical economics, is a school of thought in macroeconomics that builds its analysis entirely on a neoclassical framework.
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Nonlinear system
In mathematics and science, a nonlinear system is a system in which the change of the output is not proportional to the change of the input.
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Optimal control
Optimal control theory deals with the problem of finding a control law for a given system such that a certain optimality criterion is achieved.
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Optimal stopping
In mathematics, the theory of optimal stopping or early stopping is concerned with the problem of choosing a time to take a particular action, in order to maximise an expected reward or minimise an expected cost.
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Optimal substructure
In computer science, a problem is said to have optimal substructure if an optimal solution can be constructed from optimal solutions of its subproblems.
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Partially observable Markov decision process
A partially observable Markov decision process (POMDP) is a generalization of a Markov decision process (MDP).
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Perturbation function
In mathematical optimization, the perturbation function is any function which relates to primal and dual problems.
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Recursion
Recursion occurs when a thing is defined in terms of itself or of its type.
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Recursive economics
Recursive economics is a branch of modern economics based on a paradigm of individuals making a series of two-period optimization decisions over time.
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Reinforcement learning
Reinforcement learning (RL) is an area of machine learning inspired by behaviourist psychology, concerned with how software agents ought to take actions in an environment so as to maximize some notion of cumulative reward.
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Richard E. Bellman
Richard Ernest Bellman (August 26, 1920 – March 19, 1984) was an American applied mathematician, who introduced dynamic programming in 1953, and important contributions in other fields of mathematics.
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Separative work units
Separative work – the amount of separation done by an enrichment process – is a function of the concentrations of the feedstock, the enriched output, and the depleted tailings; and is expressed in units which are so calculated as to be proportional to the total input (energy / machine operation time) and to the mass processed.
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Stochastic control
Stochastic control or stochastic optimal control is a subfield of control theory that deals with the existence of uncertainty either in observations or in the noise that drives the evolution of the system.
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Stochastic dynamic programming
Originally introduced by Richard E. Bellman in, stochastic dynamic programming is a technique for modelling and solving problems of decision making under uncertainty.
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Value (mathematics)
In mathematics, value may refer to several, strongly related notions.
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Bellman Principle of Optimality, Bellman equations, Bellman optimality principle, Bellman principle of optimality, Bellman's Principle of Optimality, Bellman's optimality principle, Bellman-Equation, Dynamic programming equation, Intertemporal optimisation, Intertemporal optimization, Policy function, Principle of Optimality, Principle of optimality, Value function.
References
[1] https://en.wikipedia.org/wiki/Bellman_equation
