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Page 1: Bellman Equation in Dynamic Programming

International Journal of Computing Algorithm, Vol 3(3), June 2014

ISSN(Print):2278-2397

Website: www.ijcoa.com

Bellman Equation in Dynamic Programming

K.Vinotha

Associate Professor, Sri ManakulaVinayagar College of Engineering, Madagadipet, Puducherry E-mail: [email protected]

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 Bellman's Principle of Optimality, the Bellman equation, and presents three methods for solving the Bellman equation with example.

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