Details

Autor(en) / Beteiligte

• Dolcetta, Italo Capuzzo[Herausgeber]
• Fleming, Wendell H[Herausgeber]
• Zolezzi, Tullio[Herausgeber]

Titel

Recent Mathematical Methods in Dynamic Programming : Proceedings of the Conference held in Rome, Italy, March 26�́�28, 1984

Ist Teil von

• Lecture Notes in Mathematics : 1119

Ort / Verlag

Berlin, Heidelberg : Springer Berlin Heidelberg

Erscheinungsjahr

1985

Beschreibungen/Notizen

• 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