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Recent mathematical methods in dynamic programming : proceedings of the conference held in Rome, Italy, March 26-28, 1984

Author: I Capuzzo Dolcetta; Wendell H Fleming; T Zolezzi
Publisher: Berlin ; New York : Springer-Verlag, ©1985.
Series: Lecture notes in mathematics (Springer-Verlag), 1119.
Edition/Format:   Print book : Conference publication : EnglishView all editions and formats
Database:WorldCat
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Genre/Form: Kongress
Conference proceedings
Congresses
Additional Physical Format: Online version:
Recent mathematical methods in dynamic programming.
Berlin ; New York : Springer-Verlag, ©1985
(OCoLC)651785074
Material Type: Conference publication, Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: I Capuzzo Dolcetta; Wendell H Fleming; T Zolezzi
ISBN: 0387152172 9780387152172 3540152172 9783540152170
OCLC Number: 11970578
Description: 202 pages : illustrations ; 25 cm.
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.
Series Title: Lecture notes in mathematics (Springer-Verlag), 1119.
Responsibility: edited by I. Capuzzo Dolcetta, W.H. Fleming, and T. Zolezzi.
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