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

Brossura

ISBN 10: 3662165864 ISBN 13: 9783662165867

Casa editrice: Springer, 2014

Riassunto

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: 2014
• Lingua: Inglese
• ISBN 10: 3662165864
• ISBN 13: 9783662165867
• Rilegatura: Paperback
• Contatto del produttore: non disponibile
• Persona responsabile: non disponibile