Prerequisite chain
Prerequisites for Hamilton–Jacobi–Bellman Equation
Topics you need before working through Hamilton–Jacobi–Bellman Equation. Direct prerequisites are listed first; transitive prerequisites (the chain reachable through them) follow.
Direct prerequisites (2)
- Stochastic Differential Equationslayer 3, tier 2
- Feynman–Kac Formulalayer 3, tier 2
Reachable through the chain (4)
These topics are not directly cited as prerequisites but are reached transitively by following the chain upward. Working through the direct prerequisites pulls these in.
- Ito's Lemmalayer 3, tier 2
- Stochastic Calculus for MLlayer 3, tier 3
- Martingale Theorylayer 0B, tier 2
- Measure-Theoretic Probabilitylayer 0B, tier 1