Recent Mathematical Methods in Dynamic Programming [electronic resource] : Proceedings of the Conference held in Rome, Italy, March 26–28, 1984 / edited by Italo Capuzzo Dolcetta, Wendell H. Fleming, Tullio Zolezzi.

Contributor(s):

Material type: Text

TextSeries: Lecture Notes in Mathematics ; 1119Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1985Description: VIII, 204 p. online resourceContent type:

text

Media type:

computer

Carrier type:

online resource

ISBN:

9783540393658

Subject(s):

Additional physical formats: Printed edition:: No title; Printed edition:: No titleDDC classification:

004.0151 23

LOC classification:

QA76.9.M35

Online resources:

Click here to access online

Contents:

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.

In: Springer eBooks

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