Recent Mathematical Methods in Dynamic Programming

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

AvItalo Capuzzo Dolcetta,Wendell H. Fleming

Häftad, Engelska, 1985

Del 1119 i serien Lecture Notes in Mathematics

391 kr

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Produktinformation

Utgivningsdatum:1985-03-01
Mått:155 x 235 x 12 mm
Vikt:330 g
Format:Häftad
Språk:Engelska
Serie:Lecture Notes in Mathematics
Antal sidor:204
Upplaga:1985
Förlag:Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN:9783540152170

Utforska kategorier

Systemvetenskap och AI inom Data och IT

Innehållsförteckning

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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