Concepedia

Continuous-time Bellman Equations

Continuous-Time Bellman Equations is a mathematical framework in optimal control theory that characterizes the value function of a continuous-time dynamical system by specifying the necessary conditions for optimality through a partial differential equation generalizing the discrete-time Bellman equation to continuous time.

48

Publications

2.1K

Citations

85

Authors

56

Institutions

Publications per year

2017–2026

3

Variants

Hamilton-jacobi-bellman EquationHjb Equation

Parents

Publications

48

Stochastic Hamilton–Jacobi–Bellman Equations

Shigē Péng · SIAM Journal on Control and Optimization · 1992 · 334 citations

, , +15

Approximate solutions of the bellman equation of deterministic control theory

Italo Capuzzo Dolcetta, Hitoshi Ishii · Applied Mathematics & Optimization · 1984 · 159 citations

, , +15

Some aspects of the mathematical theory of control processes

Richard Bellman, Irving Glicksberg, Oliver Gross · 1958 · 153 citations

, , +13

Optimal stochastic switching and the Dirichlet problem for the Bellman equation

Lawrence C. Evans, Avner Friedman · Transactions of the American Mathematical Society · 1979 · 131 citations · Full text

, , +11

Mathematical Aspects of Scheduling Theory

Richard Bellman · Journal of the Society for Industrial and Applied Mathematics · 1956 · 78 citations

, , +15

1–5 of 48

Authors

85

  1. RB
    Richard Bellman

    RAND Corporation, United States

    3 publications · 275 citations

    3

    h-index

  2. AF
    Avner Friedman

    The Ohio State University, United States

    2 publications · 142 citations

    2

    h-index

  3. HP
    Huyên Pham

    Laboratoire de Probabilités et Modèles Aléatoires, France

    2 publications · 70 citations

    2

    h-index

  4. AC
    Andrea Cosso

    Laboratoire de Probabilités et Modèles Aléatoires, France

    2 publications · 70 citations

    2

    h-index

  5. MF
    Marco Fuhrman

    Politecnico di Milano, Italy

    2 publications · 70 citations

    2

    h-index

1–5 of 85

Institutions

56

  1. Université Paris Cité

    Paris, France

    2 h-index

    3 publications

    104 citations

  2. Centre National de la Recherche Scientifique

    Paris, France

    2 h-index

    3 publications

    104 citations

  3. ENSAE Paris

    Palaiseau, France

    2 h-index

    2 publications

    70 citations

  4. University of Padua

    Padua, Italy

    2 h-index

    5 publications

    150 citations

  5. University of Minnesota

    Minneapolis, United States

    2 h-index

    2 publications

    25 citations

  6. Laboratoire de Probabilités et Modèles Aléatoires

    Paris, France

    2 h-index

    3 publications

    104 citations

  7. Centre de Recherche en Économie et Statistique

    Palaiseau, France

    2 h-index

    2 publications

    70 citations

  8. Politecnico di Milano

    Milan, Italy

    1 h-index

    1 publications

    34 citations

1–8 of 56

Venues

  1. Stochastic Processes and their Applications

    3 publications · 91 citations

    3

    h-index

  2. Physics Letters A

    2 publications · 41 citations

    2

    h-index

  3. Transactions of the American Mathematical Society

    TRAN · 2 publications · 142 citations

    2

    h-index

  4. Mathematics of the USSR-Izvestiya

    2 publications · 40 citations

    2

    h-index

  5. SIAM Journal on Control and Optimization

    2 publications · 389 citations

    2

    h-index

1–5