Articles liés à Recent Mathematical Methods in Dynamic Programming:...

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

Capuzzo Dolcetta, Italo; Zolezzi, Tullio

 
9783540152170: Recent Mathematical Methods in Dynamic Programming: Proceedings of the Conference held in Rome, Italy, March 26-28, 1984
Couverture souple
ISBN 10 : 3540152172 ISBN 13 : 9783540152170
Editeur : Springer, 2009

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

À propos de la quatrième de couverture

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.

Les informations fournies dans la section « A propos du livre » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer
Date d'édition
2009
Langue
anglais
ISBN 10 
3540152172
ISBN 13 
9783540152170
Reliure
Broché
Nombre de pages
204
Éditeur
Fleming Wendell H.
Coordonnées du fabricant
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