Recent Mathematical Methods in Dynamic Programming Proceedings of th
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1119 Recent Mathematical Methods in Dynamic Programming Proceedings of the Conference held in Rome, Italy, March 26-28, 1984
Edited by I. Capuzzo Dolcetta, W. H. Fleming and 1. Zolezzi
Springer-Verlag Berlin Heidelberg New York Tokyo
Editors
ltalo Capuzzo Dolcetta Dipartimento di Matematica "G. Castelnuovo" Universita di Roma "La Sapienza" Citta Universitaria, 00185 Rome, Italy Wendell H. Fleming Lefschetz Center for Dynamical Systems Division of Applied Mathematics, Brown University Providence, Rhode Island 02912, USA Tullio Zolezzi Universita di Genova Istituto di Matematica, Via L. B. Alberti, 4 16132 Genova, Italy
AMS Subject Classification (1980): 49C ISBN 3-540-15217-2 Springer-Verlag Berlin Heidelberg New York Tokyo ISBN 0-387-15217-2 Springer-Verlag New York Heidelberg Berlin Tokyo
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© by Springer-Verlag Berlin Heidelberg 1985 Printed in Germany Printing and binding: Beltz Offsetdruck, Hemsbach / Bergstr. 2146/3140-543210
PREFACE This volume contains contributions by speakers at an international conference on Recent Mathematical Methods in Dynamic Programming, held at the Universita di Roma "La Sapienza", March 26-28, 1984. The ten lectures presented dealt with analytical, numerical, and applied aspects of recent research in control, as well as related mathematical questions concerning partial differential equations, functional analysis, and stochastic processes. On the
analytical side the following
topics were included: (1) stochastic control for Markov diffusions and for processes with jumps, impulsive control, connections with large deviations theory and singular perturbations;
(2) PDE - Viscosity so-
lution methods for deterministic and stochastic control problems; (3) deterministic control, necessary and sufficient dynamic programming conditions for optimality; (4) infinite dimensional state space problems, dynamical programming and variational inequality methods. The lectures presented by J-P. Quadrat and E. Rofman reported work at INRIA on advanced numerical techniques for feedback control problems, with application to energy production systems. We wish to thank Dipartimento di Matematica - Istituto "G.Castelnuo vo" of the University of Rome "La Sapienza" for support and organization, and in particular M. Falcone for valuable help in organizing the meeting. We thank Ministero della Pubblica Istruzione (progetto 40%, "Cal co10 delle variazioni") and Comitato per la Matematica del C.N.R. for
financial support. In this respect we like to thank professors L. Amerio and M. Biroli for their cooperation. I. Capuzzo Dolcetta W.H. T.
Fleming
Zolezzi
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