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

Brossura

ISBN 10: 3540152172 ISBN 13: 9783540152170

Casa editrice: Springer, 2009

Su questo libro

Contenuti

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.

Dettagli dell'edizione

• Editore: Springer
• Data di pubblicazione: 2009
• Lingua: Inglese
• ISBN 10: 3540152172
• ISBN 13: 9783540152170
• Rilegatura: Copertina flessibile
• Numero di pagine: 212
• Redattore: Dolcetta Italo Capuzzo
• Contatto del produttore: non disponibile
• Persona responsabile: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Germania