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Recent Mathematical Methods in Dynamic Programming: Proceedings of the Conference held in Rome, Italy, March 26-28, 1984 de Italo Capuzzo Dolcetta

Recent Mathematical Methods in Dynamic Programming: Proceedings of the Conference held in Rome, Italy, March 26-28, 1984: Lecture Notes in Mathematics, cartea 1119

Editat de Italo Capuzzo Dolcetta, Wendell H. Fleming, Tullio Zolezzi
en Limba Engleză Paperback – mar 1985

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Specificații

ISBN-13: 9783540152170
ISBN-10: 3540152172
Pagini: 212
Ilustrații: VIII, 204 p.
Dimensiuni: 155 x 235 x 11 mm
Greutate: 0.3 kg
Ediția:1985
Editura: Springer Berlin, Heidelberg
Colecția Springer
Seria Lecture Notes in Mathematics

Locul publicării:Berlin, Heidelberg, Germany

Public țintă

Research

Cuprins

The time optimal control of variational inequalities. dynamic programming and the maximum principle.- Some singular perturbation problems arising in stochastic control.- Some results on stationary Bellman equation in Hilbert spaces.- A stochastic control approach to some large deviations problems.- Towards an expert system in stochastic control: Optimization in the class of local feedbacks.- Optimal control and viscosity solutions.- Some control problems of degenerate diffusions with unbounded cost.- On some stochastic optimal impulse control problems.- Approximation of Hamilton-Jacobi-Bellman equation in deterministic control theory. An application to energy production systems.- Dynamic programming for optimal control problems with terminal constraints.