Recent Mathematical Methods in Dynamic Programming
Springer Berlin (Verlag)
978-3-540-15217-0 (ISBN)
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.
| Erscheint lt. Verlag | 1.3.1985 |
|---|---|
| Reihe/Serie | Lecture Notes in Mathematics |
| Zusatzinfo | VIII, 204 p. |
| Verlagsort | Berlin |
| Sprache | englisch |
| Maße | 155 x 235 mm |
| Gewicht | 304 g |
| Themenwelt | Mathematik / Informatik ► Informatik ► Theorie / Studium |
| Mathematik / Informatik ► Mathematik ► Computerprogramme / Computeralgebra | |
| Schlagworte | Approximation • Expert System • Mathematica • Optimization • programming |
| ISBN-10 | 3-540-15217-2 / 3540152172 |
| ISBN-13 | 978-3-540-15217-0 / 9783540152170 |
| Zustand | Neuware |
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