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Research Article

Bellman Equation In Dynamic Programming


Author(s): K.Vinotha
Affiliation: Associate Professor, Sri ManakulaVinayagar College of Engineering, Madagadipet, Puducherry E-mail :kvinsdev@gmail.com
Year of Publication: 2014
Source: International Journal of Computing Algorithm
     
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Citation: K.Vinotha. "Bellman Equation In Dynamic Programming." International Journal of Computing Algorithm 3.3 (2014): 277-279.

Abstract:
The unifying purpose of this paper to introduces basic ideas and methods of dynamic programming. It sets out the basic elements of a recursive optimization problem, describes Bellmans Principle of Optimality, the Bellman equation, and presents three methods for solving the Bellman equation with example.


Keywords Dynamic Programming, Bellmen’s equation, Contraction Mapping Theorem, Blackwells Sufficiency Conditions.


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@article{Bel1497122, author = {K.Vinotha}, title = {Bellman Equation In Dynamic Programming}, journal={International Journal of Computing Algorithm}, volume={3}, issue={3}, issn = {2278-2397}, year = {2014}, publisher = {Scholarly Citation Index Analytics-SCIA} }

  • [1] Sergio Verdu, H.Vincent Poor, “Abstract Dynamic Programme Models under Community Conditions”, Siam J. Control and Optimization, Vol.25, No.4, July 1987.
  • [2] Wikipedia, “Bellman Equation”,
  • [3] R Bellman, On the Theory of Dynamic Programming, Proceedings of the National Academy of Sciences, 1952
  • [4] S. Dreyfus 2002, Richard Bellman on the birth of dynamic programming Operations Research 50 1, pp. 48–51.
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