Recent Mathematical Methods in Dynamic Programming.

Dolcetta, I.:

ISBN 10: 3540152172 / ISBN 13: 9783540152170

Editore: New York, Springer, 2008

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Ex-library with stamp and library-signature. GOOD condition, some traces of use. Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. C-04379 3540152172 Sprache: Englisch Gewicht in Gramm: 550.

Codice articolo 2490613

Dati bibliografici

• Titolo: Recent Mathematical Methods in Dynamic Programming.
• Editore: New York, Springer
• Data di pubblicazione: 2008
• Lingua: Inglese
• ISBN 10: 3540152172
• ISBN 13: 9783540152170
• Rilegatura: Softcover
• Peso: 550 grammi
• Cataloghi dei venditori:
  • SA MATHEMATIK

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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.