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  2. Backward induction - Wikipedia

    en.wikipedia.org/wiki/Backward_induction

    Subgames that would not be chosen by Player 2 in the previous step are no longer considered because they are ruled out by the assumption of rational play. For example, in the first subgame, the choice "go to movie" offers a payoff of 9 since the decision tree terminates at the reward (9, 11), considering Player 2's previously established choice.

  3. Bellman equation - Wikipedia

    en.wikipedia.org/wiki/Bellman_equation

    Bellman showed that a dynamic optimization problem in discrete time can be stated in a recursive, step-by-step form known as backward induction by writing down the relationship between the value function in one period and the value function in the next period. The relationship between these two value functions is called the "Bellman equation".

  4. Dynamic programming - Wikipedia

    en.wikipedia.org/wiki/Dynamic_programming

    Figure 1. Finding the shortest path in a graph using optimal substructure; a straight line indicates a single edge; a wavy line indicates a shortest path between the two vertices it connects (among other paths, not shown, sharing the same two vertices); the bold line is the overall shortest path from start to goal.

  5. Wiles's proof of Fermat's Last Theorem - Wikipedia

    en.wikipedia.org/wiki/Wiles's_proof_of_Fermat's...

    Fermat's Last Theorem, formulated in 1637, states that no three positive integers a, b, and c can satisfy the equation + = if n is an integer greater than two (n > 2).. Over time, this simple assertion became one of the most famous unproved claims in mathematics.

  6. Backward Euler method - Wikipedia

    en.wikipedia.org/wiki/Backward_Euler_method

    The backward Euler method is an implicit method: the new approximation + appears on both sides of the equation, and thus the method needs to solve an algebraic equation for the unknown +. For non-stiff problems, this can be done with fixed-point iteration:

  7. Linear multistep method - Wikipedia

    en.wikipedia.org/wiki/Linear_multistep_method

    This is called "zero-stability" because it is enough to check the condition for the differential equation ′ = (Süli & Mayers 2003, p. 332). If the roots of the characteristic polynomial ρ all have modulus less than or equal to 1 and the roots of modulus 1 are of multiplicity 1, we say that the root condition is satisfied.

  8. Backward differentiation formula - Wikipedia

    en.wikipedia.org/wiki/Backward_differentiation...

    The backward differentiation formula (BDF) is a family of implicit methods for the numerical integration of ordinary differential equations.They are linear multistep methods that, for a given function and time, approximate the derivative of that function using information from already computed time points, thereby increasing the accuracy of the approximation.

  9. Iterative method - Wikipedia

    en.wikipedia.org/wiki/Iterative_method

    If an equation can be put into the form f(x) = x, and a solution x is an attractive fixed point of the function f, then one may begin with a point x 1 in the basin of attraction of x, and let x n+1 = f(x n) for n ≥ 1, and the sequence {x n} n ≥ 1 will converge to the solution x.