Recent mathematical methods in dynamic programming : proceedings of the conference held in Rome, Italy, March 26-28, 1984 / I. Capuzzo Dolcetta, W.H. Fleming and T. Zolezzi

Auteur secondaire : Capuzzo-Dolcetta, Italo, 1948-, Editeur scientifique • Fleming, Wendell, 1928-, Editeur scientifique • Zolezzi, Tullio, 1942-, Editeur scientifiqueType de document : Livre numériqueCollection : Lecture notes in mathematics, 1119Langue : anglais.Éditeur : Berlin : Springer-Verlag, 1985ISBN: 9783540393658.ISSN: 1617-9692.Sujet MSC : 49-06, Proceedings, conferences, collections, etc. pertaining to calculus of variations and optimal controlEn-ligne : Springerlink
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Contents: Viorel Barbu, The time optimal control of variational inequalities. Dynamic programming and the maximum principle (pp. 1–19); A. Bensoussan, Some singular perturbation problems arising in stochastic control (pp. 20–31); G. Da Prato, Some results on stationary Bellman equation in Hilbert spaces (pp. 32–51); Wendell H. Fleming, A stochastic control approach to some large deviations problems (pp. 52–66); C. Gomez [César Gomez], J.-P. Quadrat and A. Sulem, Towards an expert system in stochastic control: optimization in the class of local feedbacks (pp. 67–93); P.-L. Lions, Optimal control and viscosity solutions (pp. 94–112); José-Luis Menaldi and Maurice Robin, Some control problems of degenerate diffusions with unbounded cost (pp. 113–138); U. Mosco, On some stochastic optimal impulse control problems (pp. 139–151); Edmundo Rofman, Approximation of Hamilton-Jacobi-Bellman equation in deterministic control theory. An application to energy production systems (pp. 152–189); R. B. Vinter, Dynamic programming for optimal control problems with terminal constraints (pp. 190–202).

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