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

Italo Capuzzo Dolcetta; Wendell H. Fleming

ISBN 10: 3540152172 / ISBN 13: 9783540152170

Editore: Springer V, 1985

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Codice articolo AT 9783540152170

Dati bibliografici

• Titolo: Recent Mathematical Methods In Dynamic Programming: Proceedings of the Conference held in Rome, Italy, March 26-28, 1984
• Editore: Springer V
• Data di pubblicazione: 1985
• Lingua: Inglese
• ISBN 10: 3540152172
• ISBN 13: 9783540152170
• Rilegatura: Papeback
• Edizione: Edizione Internazionale
• Condizione: New

Descrizione articolo

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.