Control, Systems Theory and Related Topics
Dedicated to the memory of Professor Wendell H. Fleming
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O. Hernandez-Lerma and A. J. Zaslavski
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Pierre-Cyril Aubin-Frankowski and Alain Bensoussan
The reproducing kernel Hilbert spaces underlying linear SDE estimation, Kalman filtering and their relation to optimal control
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Vivek S. Borkar and Dhruv A. Shah
Remarks on differential inclusion limits of stochastic approximation
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Daniel Hernández-Hernández and Erick Trevińo-Aguilar
Drawdown constraint for long-term investments under partial information
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Héctor Jasso-Fuentes, Jose-Luis Menaldi and Tomás Prieto-Rumeau
Recent results on discrete-time hybrid control models with general state and action spaces
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Hidehiro Kaise and Yuta Masuda
Comparison theorems of viscosity solutions for Hamilton-Jacobi equations with co-invariant derivatives of fractional orders
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Rajmadan Lakshmanan and Alois Pichler
Expectiles in risk averse stochastic programming and dynamic optimization
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José Daniel López-Barrientos, José Manuel Mendoza-Madrid and Paola Friné González-Vega
An Abelian theorem for a Markov decision process in a system of interacting objects with unknown random disturbance law
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Phong Luu, Nicole Song, Jingzhi Tie and Qing Zhang
Pairs trading under geometric Brownian motions with regime switching
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Toshio Mikami and Haruka Yamamoto
A remark on the Lagrangian formulation of
optimal transport with a non--convex cost
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Oleksii Mostovyi, Mihai Sîrbu and Thaleia Zariphopoulou
On the analyticity of the value function in optimal investment and stochastically dominant markets
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Guodong Pang and Étienne Pardoux
PDE model for multi-patch epidemic models with migration and infection-age dependent infectivity
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