Discrete Bellman Optimality Bellman (1957) |
V*(s) = max_{a ∈ A(s)} [ R(s,a) + γ ∑_{s′} P(s′|s,a) V*(s′) ] |
Markov Decision Processes (MDPs), exact dynamic programming, contraction mapping fixed-point iteration. |
Hamilton-Jacobi-Bellman PDE Continuous-Time Optimal Control |
∂V(x,t)/∂t + min_{u ∈ U} { ⟨∇_x V(x,t), f(x,u,t)⟩ + L(x,u,t) } = 0 |
Continuous-time nonlinear trajectory optimization, aerospace guidance, viscosity solutions on manifolds. |
Pontryagin Maximum Principle Adjoint Covector Dynamics |
ẋ = ∇_p H(x,p,u*), ṗ = −∇_x H(x,p,u*), u* = argmin_u H |
Two-point boundary value problems (TPBVP), indirect trajectory optimization, minimum-time/fuel control. |
Algebraic Riccati Equation (CARE) Kalman-Bellman LQR Dual |
A^⊤ P + P A − P B R^{-1} B^⊤ P + Q = 0, K = R^{-1} B^⊤ P |
Infinite-horizon Linear Quadratic Regulation (LQR), iLQR backward Riccati recursion, Kalman filtering dual. |
CLF-CBF Safety-Critical QP Nonlinear Cybernetic Invariance |
L_f V(x) + L_g V(x)u ≤ −c V(x), L_f h(x) + L_g h(x)u + α(h(x)) ≥ 0 |
Real-time quadratic programming (QP) safety filters for bipedal humanoids, surgical robotics, and autonomous vehicles. |