Recent Mathematical Methods in Dynamic Programming

Proceedings of the Conference held in Rome, Italy, March 26-28, 1984

212 Seiten, Taschenbuch

Kurzbeschreibung des Verlags

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.

• Reihe: Lecture Notes in Mathematics
• Themen: Informatik und Informationstechnologie Informatik Theoretische Informatik
• ISBN: 9783540152170
• Sprache: Englisch
• Erscheinungsdatum: 01.03.1985
• Größe: 235 x 155 mm
• Verlag: Springer
• Herausgegeben von: Tullio Zolezzi, Wendell H. Fleming, Italo Capuzzo Dolcetta