Volume 30, Issue 2, pp. 247-493
Please Note: Electronic articles are available well in advance of the printed articles.
On the Existence of Optimal Relaxed Controls of Stochastic Partial Differential Equations
Xun Yu Zhou
pp. 247-261
Stochastic Hamilton–Jacobi–Bellman Equations
Shige Peng
pp. 284-304
A Penalization Method for Optimal Control of Elliptic Problems with State Constraints
Maïtine Bergounioux
pp. 305-323
A Nonregular Solution of the Nonlinear Dynamic Disturbance Decoupling Problem with an Application to a Complete Solution of the Nonlinear Model Matching Problem
H. J. C. Huijberts
pp. 350-366
A Problem Decomposition Technique with Application to the Optimal Distribution of Enzymes
David E. Stewart
pp. 390-407
On the Linear Convergence of Descent Methods for Convex Essentially Smooth Minimization
Zhi-Quan Luo and Paul Tseng
pp. 408-425
A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems: The Ergodic Case
Harold J. Kushner and Jichuan Yang
pp. 440-464
Convex Duality and Generalized Solutions in Optimal Control Problem for Stopped Processes: The Deterministic Model
Hang Zhu
pp. 465-476
Mesh Independence of the Gradient Projection Method for Optimal Control Problems
C. T. Kelley and E. W. Sachs
pp. 477-493
