bokomslag Recent Mathematical Methods in Dynamic Programming
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Recent Mathematical Methods in Dynamic Programming

Italo Capuzzo Dolcetta Wendell H Fleming Tullio Zolezzi

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  • 204 sidor
  • 1985
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.

  • Författare: Italo Capuzzo Dolcetta, Wendell H Fleming, Tullio Zolezzi
  • Format: Pocket/Paperback
  • ISBN: 9783540152170
  • Språk: Engelska
  • Antal sidor: 204
  • Utgivningsdatum: 1985-03-01
  • Förlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K