Recent Mathematical Methods in Dynamic Programming : Proceedings of the Conference held in Rome Italy March 26–28 1984 The time optimal control of variational inequalities. dynamic programming and the maximum principle Some singular perturbation problems arising in stochastic control Some results on stationary Bellman equation in Hilbert spaces A stochastic control approach to some large deviations problems Towards an expert system in stochastic control: Optimization in the class of local feedbacks Optimal control and viscosity solutions Some control problems of degenerate diffusions with unbounded cost On some stochastic optimal impulse control problems Approximation of Hamilton Jacobi Bellman equation in deterministic control theory. An application to energy production systems Dynamic programming for optimal control problems with terminal constraints.