Generalized solution of some parabolic equations with a random drift Pao-Liu Chow OriginalPaper Pages: 1 - 17
Diffusion approximations and nearly optimal maintenance policies for system breakdown and repair problems H. J. Kushner OriginalPaper Pages: 33 - 53
A simplified proof of the representation of functionals of diffusions Ata N. Al-Hussaini OriginalPaper Pages: 63 - 69
Second-order optimality conditions for the extremal problem under inclusion constraints Pham Huy DienPham Huu Sach OriginalPaper Pages: 71 - 80
On the convergence of partial differential equations of parabolic type with rapidly oscillating coefficients to stochastic partial differential equations Hisao Watanabe OriginalPaper Pages: 81 - 96
Martingale representation and the Malliavin calculus Robert J. ElliottMichael Kohlmann OriginalPaper Pages: 105 - 112
Infinite time optimal control and periodicity Fritz ColoniusWolfgang Kliemann OriginalPaper Pages: 113 - 130
On ergodic control problems for singularly perturbed Markov processes T. BieleckiŁ. Stettner OriginalPaper Pages: 131 - 161
Stochastic variational inequalities of parabolic type U. G. HaussmannE. Pardoux OriginalPaper Pages: 163 - 192
A primal-dual conjugate subgradient algorithm for specially structured linear and convex programming problems Hanif D. SheraliOsman Ulular OriginalPaper Pages: 193 - 221
Systems governed by ordinary differential equations with continuous, switching and impulse controls Jiongmin Yong OriginalPaper Pages: 223 - 235
Etude d'une Equation Différentielle Stochastique Non Linéaire avec Temps Local, Modèle Limité pour un Système de Particules avec Interaction à la Frontière Sophie Weinryb OriginalPaper Pages: 237 - 260
Optimal control for one-phase Stefan problem with random emission Shin Ichi AiharaMasaaki Ishikawa OriginalPaper Pages: 261 - 295
Controlling the spread of a class of epidemics Viorel ArnăutuViorel BarbuVincenzo Capasso OriginalPaper Pages: 297 - 317
Optimal control for semilinear stochastic evolution equations Constantin Tudor OriginalPaper Pages: 319 - 331
