Recent mathematical methods in dynamic programming : proceedings of the(international) conference; Rome, March 26-28, 1984 / / edited by I. Capuzzo Dolcetta, W. H. Fleming and T. Zolezzi
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| Titolo: |
Recent mathematical methods in dynamic programming : proceedings of the(international) conference; Rome, March 26-28, 1984 / / edited by I. Capuzzo Dolcetta, W. H. Fleming and T. Zolezzi
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| Pubblicazione: | Boston : , : Springer-Verlag, , [1985] |
| ©1985 | |
| Edizione: | 1st ed. 1985. |
| Descrizione fisica: | 1 online resource (VIII, 204 p.) |
| Disciplina: | 519.7 |
| Soggetto topico: | Dynamic programming |
| Persona (resp. second.): | Capuzzo DolcettaI <1948-> (Italo) |
| FlemingW. H. | |
| ZolezziT | |
| Note generali: | Bibliographic Level Mode of Issuance: Monograph |
| Nota di contenuto: | 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. |
| Titolo autorizzato: | Recent mathematical methods in dynamic programming |
| ISBN: | 3-540-39365-X |
| Formato: | Materiale a stampa  |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione: | Inglese |
| Record Nr.: | 996466577803316 |
| Lo trovi qui: | Univ. di Salerno |
| Opac: | Controlla la disponibilità qui |
Serie:
Lecture notes in mathematics (Springer-Verlag) ; ; 119.