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Recent Mathematical Methods in Dynamic Programming

Proceedings of the Conference held in Rome, Italy, March 26-28, 1984

Paperback Engels 1985 1985e druk 9783540152170
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Specificaties

ISBN13:9783540152170
Taal:Engels
Bindwijze:paperback
Aantal pagina's:204
Uitgever:Springer Berlin Heidelberg
Druk:1985

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Inhoudsopgave

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.

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        Recent Mathematical Methods in Dynamic Programming