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

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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.

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