Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming
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Published By Springer Berlin Heidelberg

9783540152170, 9783540393658

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Some control problems of degenerate diffusions with unbounded cost

Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming ◽

10.1007/bfb0074783 ◽

1985 ◽

pp. 113-138

Author(s):

José Luis Menaldi ◽

Maurice Robin

Keyword(s):

Control Problems ◽

Unbounded Cost ◽

Degenerate Diffusions

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Towards an expert system in stochastic control: Optimization in the class of local feedbacks

Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming ◽

10.1007/bfb0074781 ◽

1985 ◽

pp. 67-93

Author(s):

C. Gomez ◽

J. P. Quadrat ◽

A. Sulem

Keyword(s):

Expert System ◽

Stochastic Control ◽

Control Optimization

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Some singular perturbation problems arising in stochastic control

Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming ◽

10.1007/bfb0074778 ◽

1985 ◽

pp. 20-31

Author(s):

A. Bensoussan

Keyword(s):

Singular Perturbation ◽

Stochastic Control ◽

Singular Perturbation Problems ◽

Perturbation Problems

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On some stochastic optimal impulse control problems

Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming ◽

10.1007/bfb0074784 ◽

1985 ◽

pp. 139-151

Author(s):

U. Mosco

Keyword(s):

Impulse Control ◽

Control Problems ◽

Optimal Impulse

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Approximation of Hamilton-Jacobi-Bellman equation in deterministic control theory. An application to energy production systems

Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming ◽

10.1007/bfb0074785 ◽

1985 ◽

pp. 152-189 ◽

Cited By ~ 1

Author(s):

Edmundo Rofman

Keyword(s):

Control Theory ◽

Energy Production ◽

Bellman Equation ◽

Production Systems ◽

Hamilton Jacobi Bellman Equation ◽

Deterministic Control ◽

Hamilton Jacobi Bellman

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Some results on stationary Bellman equation in Hilbert spaces

Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming ◽

10.1007/bfb0074779 ◽

1985 ◽

pp. 32-51

Author(s):

G. Da Prato

Keyword(s):

Hilbert Spaces ◽

Bellman Equation

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Dynamic programming for optimal control problems with terminal constraints

Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming ◽

10.1007/bfb0074786 ◽

1985 ◽

pp. 190-202 ◽

Cited By ~ 2

Author(s):

R. B. Vinter

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Optimal Control Problems ◽

Control Problems ◽

Terminal Constraints

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A stochastic control approach to some large deviations problems

Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming ◽

10.1007/bfb0074780 ◽

1985 ◽

pp. 52-66 ◽

Cited By ~ 10

Author(s):

Wendell H. Fleming

Keyword(s):

Large Deviations ◽

Stochastic Control ◽

Control Approach

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Optimal control and viscosity solutions

Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming ◽

10.1007/bfb0074782 ◽

1985 ◽

pp. 94-112 ◽

Cited By ~ 5

Author(s):

P. L. Lions

Keyword(s):

Optimal Control ◽

Viscosity Solutions

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The time optimal control of variational inequalities. dynamic programming and the maximum principle

Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming ◽

10.1007/bfb0074777 ◽

1985 ◽

pp. 1-19 ◽

Cited By ~ 4

Author(s):

Viorel Barbu

Keyword(s):

Optimal Control ◽

Dynamic Programming ◽

Maximum Principle ◽

Variational Inequalities ◽

Time Optimal Control ◽

The Maximum Principle ◽

Time Optimal

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Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic ProgrammingLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer Berlin Heidelberg

Some control problems of degenerate diffusions with unbounded cost

Towards an expert system in stochastic control: Optimization in the class of local feedbacks

Some singular perturbation problems arising in stochastic control

On some stochastic optimal impulse control problems

Approximation of Hamilton-Jacobi-Bellman equation in deterministic control theory. An application to energy production systems

Some results on stationary Bellman equation in Hilbert spaces

Dynamic programming for optimal control problems with terminal constraints

A stochastic control approach to some large deviations problems

Optimal control and viscosity solutions

The time optimal control of variational inequalities. dynamic programming and the maximum principle

Lecture Notes in Mathematics - Recent Mathematical Methods in Dynamic Programming
Latest Publications