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Recent Mathematical Methods in Dynamic Programming
Italo Capuzzo Dolcetta • Wendell H Fleming • Tullio Zolezzi
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Uppskattad leveranstid 10-16 arbetsdagar
Fri frakt för medlemmar vid köp för minst 249:-
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.
- Format: Pocket/Paperback
- ISBN: 9783540152170
- Språk: Engelska
- Antal sidor: 204
- Utgivningsdatum: 1985-03-01
- Förlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K