Robust Dynamics and Control of a Partially Observed Markov Chain R. J. ElliottW. P. MalcolmJ. P. Moore OriginalPaper 28 August 2007 Pages: 303 - 311
A d-person Differential Game with State Space Constraints S. Ramasubramanian OriginalPaper 02 September 2007 Pages: 312 - 342
A Sequential Quadratically Constrained Quadratic Programming Method of Feasible Directions Jin-bao JianQing-jie HuHai-yan Zheng OriginalPaper 31 August 2007 Pages: 343 - 363
On the Stochastic Maximum Principle in Optimal Control of Degenerate Diffusions with Lipschitz Coefficients Khaled BahlaliBoualem DjehicheBrahim Mezerdi OriginalPaper 06 September 2007 Pages: 364 - 378
A Trust Region Method for Optimization Problem with Singular Solutions Juliang ZhangLingyun WuXiangsun Zhang OriginalPaper 01 September 2007 Pages: 379 - 394
Infinite-Dimensional Black-Scholes Equation with Hereditary Structure Mou-Hsiung ChangRoger K. Youree OriginalPaper 29 August 2007 Pages: 395 - 424
Quadratic Hedging Methods for Defaultable Claims Francesca BiaginiAlessandra Cretarola OriginalPaper 29 August 2007 Pages: 425 - 443