Bellman pseudospectral method (source code)

= Bellman pseudospectral method
{wiki=Bellman_pseudospectral_method}

The Bellman pseudospectral method is a technique used in numerical analysis to solve optimal control problems, particularly those described by the Hamilton-Jacobi-Bellman (HJB) equation. This method combines elements from optimal control theory and spectral methods, which are used for solving differential equations. \#\#\# Key Components: 1. **Hamilton-Jacobi-Bellman Equation**: This is a nonlinear partial differential equation that characterizes the value function of an optimal control problem.