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Richard Ernest Bellman (August 26, 1920 – March 19, 1984) was an American applied mathematician, who introduced dynamic programming in 1953, and important contributions in other fields of mathematics.
Biography
Bellman was born in 1920 in New York City to nonpractising^{[1]} Jewish parents of Polish and Russian descent, Pearl (née Saffian) and John James Bellman,^{[2]} who ran a small grocery store on Bergen Street near Prospect Park, Brooklyn.^{[3]} He attended Abraham Lincoln High School, Brooklyn in 1937,^{[2]} and studied mathematics at Brooklyn College where he earned a BA in 1941. He later earned an MA from the University of Wisconsin–Madison. During World War II he worked for a Theoretical Physics Division group in Los Alamos. In 1946 he received his Ph.D at Princeton under the supervision of Solomon Lefschetz.^{[4]} Beginning 1949 Bellman worked for many years at RAND corporation and it was during this time that he developed dynamic programming.^{[5]}
Later in life, Richard Bellman's interests began to emphasize biology and medicine, which he identified as “the frontiers of contemporary science”. In 1967, he became founding editor of the journal Mathematical Biosciences which specialized in the publication of applied mathematics research for medical and biological topics. In 1985, the Bellman Prize in Mathematical Biosciences was created in his honor, being award biannually to the journal's best research paper.
Bellman was diagnosed with a brain tumor in 1973, which was removed but resulted in complications that left him severely disabled. He was a professor at the University of Southern California, a Fellow in the American Academy of Arts and Sciences (1975),^{[6]} a member of the National Academy of Engineering (1977),^{[7]} and a member of the National Academy of Sciences (1983).
He was awarded the IEEE Medal of Honor in 1979, "for contributions to decision processes and control system theory, particularly the creation and application of dynamic programming".^{[8]} His key work is the Bellman equation.
Work
Bellman equation
A Bellman equation, also known as a dynamic programming equation, is a necessary condition for optimality associated with the mathematical optimization method known as dynamic programming. Almost any problem which can be solved using optimal control theory can also be solved by analyzing the appropriate Bellman equation. The Bellman equation was first applied to engineering control theory and to other topics in applied mathematics, and subsequently became an important tool in economic theory.^{[citation needed]}
Hamilton–Jacobi–Bellman equation
The Hamilton–Jacobi–Bellman equation (HJB) is a partial differential equation which is central to optimal control theory. The solution of the HJB equation is the 'value function', which gives the optimal costtogo for a given dynamical system with an associated cost function. Classical variational problems, for example, the brachistochrone problem can be solved using this method as well. The equation is a result of the theory of dynamic programming which was pioneered in the 1950s by Richard Bellman and coworkers. The corresponding discretetime equation is usually referred to as the Bellman equation. In continuous time, the result can be seen as an extension of earlier work in classical physics on the HamiltonJacobi equation by William Rowan Hamilton and Carl Gustav Jacob Jacobi.^{[citation needed]}
Curse of dimensionality
The curse of dimensionality is an expression coined by Bellman to describe the problem caused by the exponential increase in volume associated with adding extra dimensions to a (mathematical) space. One implication of the curse of dimensionality is that some methods for numerical solution of the Bellman equation require vastly more computer time when there are more state variables in the value function. For example, 100 evenly spaced sample points suffice to sample a unit interval with no more than 0.01 distance between points; an equivalent sampling of a 10dimensional unit hypercube with a lattice with a spacing of 0.01 between adjacent points would require 10^{20} sample points: thus, in some sense, the 10dimensional hypercube can be said to be a factor of 10^{18} "larger" than the unit interval. (Adapted from an example by R. E. Bellman, see below.) ^{[9]}
Bellman–Ford algorithm
Though discovering the algorithm after Ford he is referred to in the Bellman–Ford algorithm, also sometimes referred to as the Label Correcting Algorithm, computes singlesource shortest paths in a weighted digraph where some of the edge weights may be negative. Dijkstra's algorithm accomplishes the same problem with a lower running time, but requires edge weights to be nonnegative.
Publications
Over the course of his career he published 619 papers and 39 books. During the last 11 years of his life he published over 100 papers despite suffering from crippling complications of brain surgery (Dreyfus, 2003). A selection:^{[2]}
 1957. Dynamic Programming
 1959. Asymptotic Behavior of Solutions of Differential Equations
 1961. An Introduction to Inequalities
 1961. Adaptive Control Processes: A Guided Tour
 1962. Applied Dynamic Programming
 1967. Introduction to the Mathematical Theory of Control Processes
 1970. Algorithms, Graphs and Computers
 1972. Dynamic Programming and Partial Differential Equations
 1982. Mathematical Aspects of Scheduling and Applications
 1983. Mathematical Methods in Medicine
 1984. Partial Differential Equations
 1984. Eye of the Hurricane: An Autobiography, World Scientific Publishing.
 1985. Artificial Intelligence
 1995. Modern Elementary Differential Equations
 1997. Introduction to Matrix Analysis
 2003. Dynamic Programming
 2003. Perturbation Techniques in Mathematics, Engineering and Physics
 2003. Stability Theory of Differential Equations (originally publ. 1953)^{[10]}
References
 ^ Robert S. Roth, ed. (1986). The Bellman Continuum: A Collection of the Works of Richard E. Bellman. World Scientific. p. 4. ISBN 9789971500900.
He was raised by his father to be a religious skeptic. He was taken to a different church every week to observe different ceremonies. He was struck by the contrast between the ideals of various religions and the history of cruelty and hypocrisy done in God's name. He was well aware of the intellectual giants who believed in God, but if asked, he would say that each person had to make their own choice. Statements such as "By the State of New York and God ..." struck him as ludicrous. From his childhood he recalled a particularly unpleasant scene between his parents just before they sent him to the store. He ran down the street saying over and over again, "I wish there was a God, I wish there was a God."
 ^ ^{a} ^{b} ^{c} Salvador Sanabria. Richard Bellman profile at http://wwwmath.cudenver.edu; retrieved October 3, 2008.
 ^ Bellman biodata at history.mcs.standrews.ac.uk; retrieved August 10, 2013.
 ^ Mathematics Genealogy Project
 ^ Bellman R: An introduction to the theory of dynamic programming RAND Corp. Report 1953 (Based on unpublished researches from 1949. It contained the first statement of the principle of optimality)
 ^ "Book of Members, 1780–2010: Chapter B" (PDF). American Academy of Arts and Sciences. Retrieved April 6, 2011.
 ^ "NAE Members Directory – Dr. Richard Bellman profile". NAE. Retrieved April 6, 2011.
 ^ "IEEE Medal of Honor Recipients" (PDF). IEEE. Retrieved April 6, 2011.
 ^ Richard Bellman (1961). Adaptive control processes: a guided tour. Princeton University Press.
 ^ Haas, F. (1954). "Review: Stability theory of differential equations, by R. Bellman". Bull. Amer. Math. Soc. 60 (4): 400–401. doi:10.1090/s000299041954098300.
Further reading
 J.J. O'Connor and E.F. Robertson (2005). Biography of Richard Bellman from the MacTutor History of Mathematics.
 Stuart Dreyfus (2002). "Richard Bellman on the Birth of Dynamic Programming". In: Operations Research. Vol. 50, No. 1, Jan–Feb 2002, pp. 48–51.
 Stuart Dreyfus (2003) "Richard Ernest Bellman". In: International Transactions in Operational Research. Vol 10, no. 5, pp. 543–545.
Articles
 Bellman, R.E, Kalaba, R.E, Dynamic Programming and Feedback Control, RAND Corporation, P1778, 1959.
External links
 "IEEE Global History Network – Richard Bellman". IEEE. Retrieved April 6, 2011.
 Harold J. Kushner's speech on Richard Bellman, when accepting the Richard E. Bellman Control Heritage Award (click on "2004: Harold J. Kushner")
 IEEE biography
 Richard E. Bellman at the Mathematics Genealogy Project
 Author profile in the database zbMATH
 Biography of Richard Bellman from the Institute for Operations Research and the Management Sciences (INFORMS)
1976–2000 


1979–2000 


2001–present 
