Proportional Transaction Costs in the Robust Control Approach to Option Pricing: The Uniqueness Theorem Naïma El FarouqPierre Bernhard OriginalPaper 19 October 2014 Pages: 187 - 202
Regulation of Viable and Optimal Cohorts Jean-Pierre Aubin OriginalPaper 30 October 2014 Pages: 203 - 232
Mean-Variance Problems for Finite Horizon Semi-Markov Decision Processes Yonghui HuangXianping Guo OriginalPaper 27 November 2014 Pages: 233 - 259
On a Highly Nonlinear Self-Obstacle Optimal Control Problem Daniela Di DonatoDimitri Mugnai OriginalPaper 30 November 2014 Pages: 261 - 290
Existence and Uniqueness Result for Mean Field Games with Congestion Effect on Graphs Olivier Guéant OriginalPaper 28 November 2014 Pages: 291 - 303
Optimal Control of Generalized Quasi-Variational Hemivariational Inequalities and Its Applications Zhenhai LiuBiao Zeng OriginalPaper 05 December 2014 Pages: 305 - 323
A Relaxation Approach to Vector-Valued Allen–Cahn MPEC Problems M. Hassan Farshbaf-Shaker OriginalPaper 12 December 2014 Pages: 325 - 351