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TitleRecent Mathematical Methods in Dynamic Programming [electronic resource] : Proceedings of the Conference held in Rome, Italy, March 26-28, 1984 / edited by Italo Capuzzo Dolcetta, Wendell H. Fleming, Tullio Zolezzi
ImprintBerlin, Heidelberg : Springer Berlin Heidelberg, 1985
Connect tohttp://dx.doi.org/10.1007/BFb0074776
Descript VIII, 204 p. online resource

CONTENT

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


Computer science Computer science -- Mathematics Computer Science Math Applications in Computer Science



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