Recent Mathematical Methods in Dynamic Programming

Proceedings of the Conference held in Rome, Italy, March 26-28, 1984
Herausgegeben:Capuzzo Dolcetta, Italo; Fleming, Wendell H.; Zolezzi, Tullio

• Broschiertes Buch

Produktbeschreibung

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.

Produktdetails

• Lecture Notes in Mathematics 1119
• Verlag: Springer / Springer Berlin Heidelberg / Springer, Berlin
• Artikelnr. des Verlages: 978-3-540-15217-0
• 1985.
• Seitenzahl: 212
• Erscheinungstermin: 1. März 1985
• Englisch
• Abmessung: 235mm x 155mm x 12mm
• Gewicht: 346g
• ISBN-13: 9783540152170
• ISBN-10: 3540152172
• Artikelnr.: 23588873

Inhaltsangabe

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.