Recent Mathematical Methods in Dynamic Programming

Name: Recent Mathematical Methods in Dynamic Programming
Author: Italo Capuzzo Dolcetta

Proceedings of the Conference held in Rome, Italy, March 26-28, 1984

Specificaties

Paperback, 204 blz. | Engels

Springer Berlin Heidelberg | 1985e druk, 1985

ISBN13: 9783540152170

Rubricering

Juridisch :

Springer Berlin Heidelberg 1985e druk, 1985 9783540152170

Onderdeel van serie Lecture Notes in Mathematics

€ 42,94

In winkelwagen

Levertijd ongeveer 9 werkdagen

Gratis verzonden

Specificaties

ISBN13:9783540152170

Taal:Engels

Bindwijze:paperback

Aantal pagina's:204

Uitgever:Springer Berlin Heidelberg

Druk:1985

Hoofdrubriek:Automatisering algemeen, Computer en informatica

Serie:Lecture Notes in Mathematics

Inhoudsopgave

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.

Uw winkelwagen

Recent Mathematical Methods in Dynamic Programming

Proceedings of the Conference held in Rome, Italy, March 26-28, 1984

Specificaties

Inhoudsopgave

Net verschenen

Rubrieken

Personen

Trefwoorden