1. Preface

   • Rainer E. Burkard

   OriginalPaper Pages: 1 - 2

2. Lipschitz Continuity of Value Functions in Markovian Decision Processes

   • K. Hinderer

   OriginalPaper Pages: 3 - 22

3. Nonzero-sum semi-Markov games with the expected average payoffs

   • Andrzej S. Nowak
   • Anna Jaśkiewicz

   OriginalPaper Pages: 23 - 40

4. Weighted singularly perturbed hybrid stochastic systems

   • Ke Liu
   • Jerzy A. Filar

   OriginalPaper Pages: 41 - 54

5. On the structure of the optimal server control for fluid networks

   • S. Gajrat
   • A. Hordijk

   OriginalPaper Pages: 55 - 75

6. Fixed-time schedules for the processing of jobs when service completions are not observable

   • K.D. Glazebrook
   • E.L. Punton

   OriginalPaper Pages: 77 - 97

7. Generalized Pinwheel Problem

   • Eugene A. Feinberg
   • Michael T. Curry

   OriginalPaper Pages: 99 - 122

8. Worst-Case Scenario Portfolio Optimization: a New Stochastic Control Approach

   • Ralf Korn
   • Olaf Menkens

   OriginalPaper Pages: 123 - 140

9. Control of ruin probabilities by discrete-time investments

   • Manfred Schäl

   OriginalPaper Pages: 141 - 158

10. Benchmark and mean-variance problems for insurers

    • Nicole Bäuerle

    OriginalPaper Pages: 159 - 165