Recent Mathematical Methods in Dynamic Programming : Proceedings of the Conference held in Rome, Italy, March 26-28, 1984

Language: English

Published by Springer, Springer Vieweg, 1985

3540152172 / 9783540152170

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Druck auf Anfrage Neuware - Printed after ordering - 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.

Seller Inventory # 9783540152170

Title
Recent Mathematical Methods in Dynamic Programming : Proceedings of the Conference held in Rome, Italy, March 26-28, 1984
Author
Italo Capuzzo Dolcetta
Publisher
Springer, Springer Vieweg
Publication year
1985
Condition
Neu
Binding
Taschenbuch
Language
English
ISBN 10
3540152172
ISBN 13
9783540152170
Item weight
330 grams
Dimensions
235x155x12 mm

AHA-BUCH GmbH

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