Hamilton-Jacobi-Bellman equation

== English == === Etymology === Named after William Rowan Hamilton, Carl Gustav Jacob Jacobi, and Richard E. Bellman. === Noun === Hamilton-Jacobi-Bellman equation (plural Hamilton-Jacobi-Bellman equations) (mathematics) A nonlinear partial differential equation that provides necessary and sufficient conditions for optimality of a control with respect to a loss function. Synonym: (abbreviation) HJB equation ==== Related terms ==== Bellman equation Hamilton-Jacobi equation