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Equació de Hamilton-Jacobi-Bellman×Principi del Màxim de Pontryagin×
CampTeoria de controlTeoria de control
FamíliaMachine learningMachine learning
Any d'origen19571962
Autor originalRichard BellmanLev Pontryagin
Tipusalgorithmalgorithm
Font seminalBellman, R. (1957). Dynamic Programming. Princeton University Press. link ↗Pontryagin, L. S., Boltyanskii, V. G., Gamkrelidze, R. V., & Mischenko, E. F. (1962). The Mathematical Theory of Optimal Processes. John Wiley & Sons. link ↗
ÀliesHJB Equation, Bellman Equation, Dynamic ProgrammingPMP, Optimal Control, Costate Method
Relacionats33
ResumThe Hamilton-Jacobi-Bellman (HJB) equation is a partial differential equation characterizing the optimal cost-to-go function in dynamic programming. Developed by Bellman in 1957, HJB provides both necessary and sufficient conditions for optimality, enabling elegant theoretical analysis and numerical solutions for optimal control problems. HJB is fundamental to reinforcement learning, approximate dynamic programming, and real-time control.The Pontryagin Maximum Principle (PMP) is a fundamental theorem in optimal control theory providing necessary conditions for optimality of a control trajectory. Published by Lev Pontryagin in 1962, PMP generalizes the calculus of variations to control problems with constraints and is the theoretical foundation enabling solution of complex trajectory optimization problems from spacecraft missions to industrial process optimization.
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ScholarGateCompara mètodes: Hamilton-Jacobi-Bellman Equation · Pontryagin Maximum Principle. Recuperat el 2026-06-19 de https://scholargate.app/ca/compare