On a Lagrangian penalty function method for nonlinear programming problems Le Dung Muu OriginalPaper Pages: 1 - 9
The Skorohod integral and the derivative operator of functional of a cylindrical Brownian motion G. KallianpurV. Pérez-Abreu OriginalPaper Pages: 11 - 29
Intégrales Hilbertiennes anticipantes par rapport à un processus de Wiener cylindrique et calcul stochastique associé A. GrorudE. Pardoux OriginalPaper Pages: 31 - 49
Second-order conditions and constraint qualifications in stability and sensitivity analysis of solutions to optimization problems in Hilbert spaces Kazimierz Malanowski OriginalPaper Pages: 51 - 79
Approximation of some stochastic differential equations by the splitting up method A. BensoussanR. GlowinskiA. Raşcanu OriginalPaper Pages: 81 - 106