1. Better than pre-committed optimal mean-variance policy in a jump diffusion market

   • Yun Shi
   • Xun Li
   • Xiangyu Cui

   Original Article 21 February 2017 Pages: 327 - 347

2. A maximum principle for Markov regime-switching forward–backward stochastic differential games and applications

   • Olivier Menoukeu-Pamen
   • Romuald Hervé Momeya

   Original Article Open access 04 February 2017 Pages: 349 - 388

3. Random reduction consistency of the Weber set, the core and the anti-core

   • Yasushi Agatsuma
   • Yukihiko Funaki
   • Koji Yokote

   OriginalPaper 13 February 2017 Pages: 389 - 405

4. Decomposition of network communication games

   • Bas Dietzenbacher
   • Peter Borm
   • Ruud Hendrickx

   OriginalPaper Open access 15 February 2017 Pages: 407 - 423

   

5. Optimal double control problem for a PDE model of goodwill dynamics

   • Mariusz Górajski
   • Dominika Machowska

   OriginalPaper Open access 22 February 2017 Pages: 425 - 452

   

6. A space decomposition scheme for maximum eigenvalue functions and its applications

   • Ming Huang
   • Yue Lu
   • Zun Quan Xia

   Original Article 18 March 2017 Pages: 453 - 490

7. Optimal mean–variance asset-liability management with stochastic interest rates and inflation risks

   • Jian Pan
   • Qingxian Xiao

   Original Article 06 March 2017 Pages: 491 - 519

   

8. Erratum to: Increasing quasiconcave co-radiant functions with applications in mathematical economics

   • Juan Enrique Martínez-Legaz

   Erratum 26 July 2017 Pages: 521 - 521