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

Viorel Barbu (auth.), Italo Capuzzo Dolcetta, Wendell H. Fleming, Tullio Zolezzi (eds.)9780387152172, 0-387-15217-2

Table of contents :
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