Richard E. Bellman

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Home * People * Richard E. Bellman

Richard E. Bellman [1]

Richard Ernest Bellman, (August 26, 1920 – March 19, 1984)
was an American applied mathematician and inventor of dynamic programming in 1953 while affiliated with RAND Corporation. Dynamic programming defines a mathematical theory devoted to the study of multistage processes. These processes are composed of sequences of operations in which the outcome of those preceding may be used to guide the course of future ones [2], an application in computer chess and games is the use of transposition tables inside an iterative deepening framework [3]. He worked and published on Markov decision processes, and in 1958, he published his first paper on stochastic control processes [4], where he introduced what is today called the Bellman equation, also known as dynamic programming equation.

During World War II, Bellman worked in Los Alamos on the Manhattan project. He received his Ph.D. at Princeton under the supervision of Solomon Lefschetz in 1947, and since 1949 he worked for many years at RAND, and was professor at University of Southern California since 1965. In the 50s he was persecuted by McCarthy [5] [6].

Retrograde Analysis

The dynamic programming methodology which defined the field of retrograde endgame analysis was discovered by Bellman in 1965 [7]. Bellman had considered game theory from a classical perspective as well [8] [9], but his work came to fruition in his 1965 paper, where he observed that the entire state-space could be stored and that dynamic programming techniques could then be used to compute whether either side could win any position [10].

Selected Publications

[11] [12]

1947

  • Richard E. Bellman (1947). On the Boundedness of Solutions of Non-Linear Differential and Difference Equations. Ph.D. thesis, pdf

1950 ...

1960 ...

1970 ...

1980 ...

2000 ...

2010 ...

External Links

References