The theory of dynamic programming¶
Bellman, R. (1954). The theory of dynamic programming. Bulletin of the American Mathematical Society, 60(6), 503-515.
Cited by¶
1 citation across 1 artifact.
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Primes¶
- Dynamic Programming
- This principle generalizes to the Hamilton-Jacobi-Bellman equation in continuous-time control, to the Bellman operator in MDPs, to the Viterbi recurrence in HMMs, and to the backward-induction arguments throughout dynamic game theory and dynamic economics.
This sourceFirst peer-reviewed exposition of the principle of optimality and the dynamic-programming framework (address to the AMS summer meeting, Sept. 1954)
Supported in partVerified against the work's full text
Bellman 1954 states the principle of optimality and extends it to continuous and stochastic processes and games, but names none of HJB, Viterbi, or backward induction.
“An optimal policy has the property that whatever the initial state and initial decisions are”
- This principle generalizes to the Hamilton-Jacobi-Bellman equation in continuous-time control, to the Bellman operator in MDPs, to the Viterbi recurrence in HMMs, and to the backward-induction arguments throughout dynamic game theory and dynamic economics.
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Registry ID ref:138dcba719b0 · see in the full table