Recent Mathematical Methods in Dynamic Programming [electronic resource] : Proceedings of the Conference held in Rome, Italy, March 26–28, 1984 / edited by Italo Capuzzo Dolcetta, Wendell H. Fleming, Tullio Zolezzi.

Contributor(s): Dolcetta, Italo Capuzzo [editor.] | Fleming, Wendell H [editor.] | Zolezzi, Tullio [editor.] | SpringerLink (Online service)Material type: TextTextSeries: Lecture Notes in Mathematics ; 1119Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 1985Description: VIII, 204 p. online resourceContent type: text Media type: computer Carrier type: online resourceISBN: 9783540393658Subject(s): Computer science | Computer Science | Math Applications in Computer ScienceAdditional physical formats: Printed edition:: No titleDDC classification: 004.0151 LOC classification: QA76.9.M35Online resources: Click here to access online
Contents:
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.
In: Springer eBooks
Item type: E-BOOKS
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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.

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