Image de couverture de Recent Mathematical Methods in Dynamic Programming Proceedings of the Conference held in Rome, Italy, March 26-28, 1984
Recent Mathematical Methods in Dynamic Programming Proceedings of the Conference held in Rome, Italy, March 26-28, 1984
Titre:
Recent Mathematical Methods in Dynamic Programming Proceedings of the Conference held in Rome, Italy, March 26-28, 1984
ISBN (Numéro international normalisé des livres):
9783540393658
Edition:
1st ed. 1985.
PRODUCTION_INFO:
Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 1985.
Description physique:
VIII, 204 p. online resource.
Collections:
Lecture Notes in Mathematics, 1119
Table des matières:
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.
Auteur collectif ajouté:
Langue:
Anglais