Hacker Newsnew | past | comments | ask | show | jobs | submitlogin

I'm fond of this old RAND report from Dreyfus, which is worth skimming if you're mathematically inclined: Dynamic Programming and the Calculus of Variations, https://www.rand.org/content/dam/rand/pubs/reports/2006/R441...

One important takeaway is that dynamic programming in the Bellman formulation is a discrete analogue of Hamilton-Jacobi theory in how it writes down an equation for the optimal value as a function of a given endpoint rather than writing down an equation for the path as with the Euler-Lagrange equations. (You can reconstruct the path from the value function after the fact by gradient descent.) The relationship between Hamilton-Jacobi and Euler-Lagrange is the classical version of wave-particle duality. A concrete example in geometrical optics is the eikonal equation, a Hamilton-Jacobi type PDE, versus the geodesic equation, an Euler-Lagrange type ODE. Not coincidentally, one common numerical method for the eikonal equation called the fast marching method is a dynamic programming algorithm, very similar to Dijkstra's algorithm for shortest paths.

It should be mentioned that any "local" equation like a PDE or ODE cannot describe a globally optimal solution without strong assumptions such as convexity. In fact, satisfying the Euler-Lagrange equation isn't even sufficient for local optimality without further qualifications (Weierstrass conditions). But the Bellman dynamic programming equation, being recursive, can describe globally optimal solutions.



understand basically all of you've said here except this:

>The relationship between Hamilton-Jacobi and Euler-Lagrange is the classical version of wave-particle duality.

in what sense are two formalisms (hamiltonian and lagrange) related to the relationship between time and freq space for fourier solutions to pdes?

also holy shit i would pay pretty good money for a service that typeset these old monographs using latex.


Seems like in a world where there's on-demand photoshop editing through a gig economy, something like this should be feasible, if not already exist. Maybe a separate cost per page for text, diagram or both, and a system to pay other people to review pages for correctness (mechanical turk style, or just actually use mechanical turk), and you have a nifty way to update old scanned documents while helping put food on some poor grad student's table.




Guidelines | FAQ | Lists | API | Security | Legal | Apply to YC | Contact

Search: