UID:
edoccha_9959185964502883
Format:
1 online resource (VIII, 204 p.)
Edition:
1st ed. 1985.
Edition:
Online edition Springer Lecture Notes Archive ; 041142-5
ISBN:
3-540-39365-X
Series Statement:
Lecture Notes in Mathematics, 1119
Note:
Bibliographic Level Mode of Issuance: Monograph
,
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.
,
English
In:
Springer eBooks
Additional Edition:
ISBN 3-540-15217-2
Language:
English
URL:
http://dx.doi.org/10.1007/BFb0074776
