Ebook: Recent Mathematical Methods in Dynamic Programming: Proceedings of the Conference held in Rome, Italy, March 26–28, 1984

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Content:
Front Matter....Pages -
The time optimal control of variational inequalities. dynamic programming and the maximum principle....Pages 1-19
Some singular perturbation problems arising in stochastic control....Pages 20-31
Some results on stationary Bellman equation in Hilbert spaces....Pages 32-51
A stochastic control approach to some large deviations problems....Pages 52-66
Towards an expert system in stochastic control: Optimization in the class of local feedbacks....Pages 67-93
Optimal control and viscosity solutions....Pages 94-112
Some control problems of degenerate diffusions with unbounded cost....Pages 113-138
On some stochastic optimal impulse control problems....Pages 139-151
Approximation of Hamilton-Jacobi-Bellman equation in deterministic control theory. An application to energy production systems....Pages 152-189
Dynamic programming for optimal control problems with terminal constraints....Pages 190-202

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Content:
Front Matter....Pages -
The time optimal control of variational inequalities. dynamic programming and the maximum principle....Pages 1-19
Some singular perturbation problems arising in stochastic control....Pages 20-31
Some results on stationary Bellman equation in Hilbert spaces....Pages 32-51
A stochastic control approach to some large deviations problems....Pages 52-66
Towards an expert system in stochastic control: Optimization in the class of local feedbacks....Pages 67-93
Optimal control and viscosity solutions....Pages 94-112
Some control problems of degenerate diffusions with unbounded cost....Pages 113-138
On some stochastic optimal impulse control problems....Pages 139-151
Approximation of Hamilton-Jacobi-Bellman equation in deterministic control theory. An application to energy production systems....Pages 152-189
Dynamic programming for optimal control problems with terminal constraints....Pages 190-202
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