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Anglický jazyk
Recent Mathematical Methods in Dynamic Programming
Autor: Italo Capuzzo Dolcetta
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... Viac o knihe
Na objednávku
36.53 €
bežná cena: 38.45 €
O knihe
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.
- Vydavateľstvo: Springer
- Rok vydania: 1985
- Formát: Paperback
- Rozmer: 235 x 155 mm
- Jazyk: Anglický jazyk
- ISBN: 9783540152170
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