Recent Mathematical Methods in Dynamic Programming
Broschiertes Buch

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
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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...