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

ISBN-13: 9783540152170 / Angielski / Miękka / 1985 / 204 str.

Italo Capuzzo Dolcetta;Wendell H. Fleming;Tullio Zolezzi

Opis

Springer Book Archives

Widoczna okładka, to zdjęcie poglądowe, a rzeczywista szata graficzna może różnić się od prezentowanej. Nie gwarantujemy zgodności okładki z prezentowanym zdjęciem.

Spis treści

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.