Recent Mathematical Methods in Dynamic Programming

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