Bellman equation

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1 min readOct 7, 2020

A Bellman equation, named after Richard E. Bellman, is a necessary condition for optimality associated with the mathematical optimization method known as dynamic programming.

It writes the “value” of a decision problem at a certain point in time in terms of the payoff from some initial choices and the “value” of the remaining decision problem that results from those initial choices.

This breaks a dynamic optimization problem into a sequence of simpler subproblems, as Bellman’s “principle of optimality” prescribes.

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