1. Generalized solution of some parabolic equations with a random drift

   • Pao-Liu Chow

   OriginalPaper Pages: 1 - 17

2. Sufficiency conditions with minimal regularity assumptions

   • Vera Zeidan

   OriginalPaper Pages: 19 - 31

3. Diffusion approximations and nearly optimal maintenance policies for system breakdown and repair problems

   • H. J. Kushner

   OriginalPaper Pages: 33 - 53

4. A topology for Markov controls

   • Vivek S. Borkar

   OriginalPaper Pages: 55 - 62

5. A simplified proof of the representation of functionals of diffusions

   • Ata N. Al-Hussaini

   OriginalPaper Pages: 63 - 69

6. Second-order optimality conditions for the extremal problem under inclusion constraints

   • Pham Huy Dien
   • Pham Huu Sach

   OriginalPaper Pages: 71 - 80

7. 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

8. Relaxation methods in control theory

   • E. Mascolo
   • L. Migliaccio

   OriginalPaper Pages: 97 - 103

9. Martingale representation and the Malliavin calculus

   • Robert J. Elliott
   • Michael Kohlmann

   OriginalPaper Pages: 105 - 112

10. Infinite time optimal control and periodicity

    • Fritz Colonius
    • Wolfgang Kliemann

    OriginalPaper Pages: 113 - 130

11. On ergodic control problems for singularly perturbed Markov processes

    • T. Bielecki
    • Ł. Stettner

    OriginalPaper Pages: 131 - 161

12. Stochastic variational inequalities of parabolic type

    • U. G. Haussmann
    • E. Pardoux

    OriginalPaper Pages: 163 - 192

13. A primal-dual conjugate subgradient algorithm for specially structured linear and convex programming problems

    • Hanif D. Sherali
    • Osman Ulular

    OriginalPaper Pages: 193 - 221

14. Systems governed by ordinary differential equations with continuous, switching and impulse controls

    • Jiongmin Yong

    OriginalPaper Pages: 223 - 235

15. 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

16. Optimal control for one-phase Stefan problem with random emission

    • Shin Ichi Aihara
    • Masaaki Ishikawa

    OriginalPaper Pages: 261 - 295

17. Controlling the spread of a class of epidemics

    • Viorel Arnăutu
    • Viorel Barbu
    • Vincenzo Capasso

    OriginalPaper Pages: 297 - 317

18. Optimal control for semilinear stochastic evolution equations

    • Constantin Tudor

    OriginalPaper Pages: 319 - 331