Bellman pseudospectral method

ID: 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.

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