Recent Mathematical Methods in Dynamic Programming
Recent Mathematical Methods in Dynamic Programming Proceedings of the Conference held in Rome, Italy, March 26–28, 1984 / [electronic resource] :
edited by Italo Capuzzo Dolcetta, Wendell H. Fleming, Tullio Zolezzi.
- VIII, 204 p. online resource.
- Lecture Notes in Mathematics, 1119 0075-8434 ; .
- Lecture Notes in Mathematics, 1119 .
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.
9783540393658
10.1007/BFb0074776 doi
Computer science.
Math Applications in Computer Science.
QA76.9.M35
004.0151
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.
9783540393658
10.1007/BFb0074776 doi
Computer science.
Math Applications in Computer Science.
QA76.9.M35
004.0151