Recent Mathematical Methods in Dynamic Programming

Italo Capuzzo Dolcetta

ISBN 10: 3540152172 / ISBN 13: 9783540152170

Published by Springer Berlin Heidelberg Mrz 1985, 1985

About this Item

This item is printed on demand - it takes 3-4 days longer - Neuware -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. 212 pp. Englisch.

Seller Inventory # 9783540152170

Bibliographic Details

• Title: Recent Mathematical Methods in Dynamic Programming
• Publisher: Springer Berlin Heidelberg Mrz 1985
• Publication Date: 1985
• Language: English
• ISBN 10: 3540152172
• ISBN 13: 9783540152170
• Binding: Taschenbuch
• Condition: Neu
• Dimensions: 235W x 155H x 12D millimeters 235 millimeters width by 155 millimeters height by 12 millimeters depth
• Weight: 330 grams

About this title

Synopsis

Hard to Find book