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Recent Mathematical Methods in Dynamic Programming.

Author: I Dolcetta
Publisher: New York : Springer April 2008.
Series: Lecture Notes in Mathematics Ser.
Edition/Format:   eBook : Document : EnglishView all editions and formats
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Material Type: Document, Internet resource
Document Type: Internet Resource, Computer File
All Authors / Contributors: I Dolcetta
ISBN: 9783540152170 3540152172
OCLC Number: 466130678
Description: 1 online resource.
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 Ser.

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