1. On the Rate of Convergence of the 2-D Stochastic Leray-\(\alpha \) Model to the 2-D Stochastic Navier–Stokes Equations with Multiplicative Noise

   • Hakima Bessaih
   • Paul André Razafimandimby

   OriginalPaper 16 June 2015 Pages: 1 - 25

2. Conditions for the Solvability of the Linear Programming Formulation for Constrained Discounted Markov Decision Processes

   • F. Dufour
   • T. Prieto-Rumeau

   OriginalPaper 23 July 2015 Pages: 27 - 51

3. Optimal Control for Stochastic Delay Evolution Equations

   • Qingxin Meng
   • Yang Shen

   OriginalPaper 23 July 2015 Pages: 53 - 89

4. Mean Field Games with a Dominating Player

   • A. Bensoussan
   • M. H. M. Chau
   • S. C. P. Yam

   OriginalPaper 28 July 2015 Pages: 91 - 128

5. Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach

   • F. Dufour
   • A. B. Piunovskiy

   OriginalPaper 24 July 2015 Pages: 129 - 161

6. Numerical Approximation for a Portfolio Optimization Problem Under Liquidity Risk and Costs

   • M’hamed Gaigi
   • Vathana Ly Vath
   • Salwa Toumi

   OriginalPaper 04 September 2015 Pages: 163 - 195

   

7. Discrete-Time Control for Systems of Interacting Objects with Unknown Random Disturbance Distributions: A Mean Field Approach

   • Carmen G. Higuera-Chan
   • Héctor Jasso-Fuentes
   • J. Adolfo Minjárez-Sosa

   OriginalPaper 07 September 2015 Pages: 197 - 227