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SIAM Journal on Control and Optimization

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Volume 34, Issue 1, pp. 1-406

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Infinite-Horizon Linear-Quadratic Regulator Problems for Nonautonomous Parabolic Systems with Boundary Control

Paolo Acquistapace and Brunello Terreni

pp. 1-30

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On the Averaged Stochastic Approximation for Linear Regression

László Györfi and Harro Walk

pp. 31-61

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On a Certain Parameter of the Discretized Extended Linear-Quadratic Problem of Optimal Control

Ciyou Zhu

pp. 62-73

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Bellman Equations of Risk-Sensitive Control

H. Nagai

pp. 74-101

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Optimal Control of the Blowup Time

Emmanuel N. Barron and Wenxiong Liu

pp. 102-123

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A Smooth Converse Lyapunov Theorem for Robust Stability

Yuandan Lin, Eduardo D. Sontag, and Yuan Wang

pp. 124-160

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Deterministic Approximation for Stochastic Control Problems

R. Sh. Liptser, W. J. Runggaldier, and M. Taksar

pp. 161-178

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Finite-Dimensional Filters with Nonlinear Drift IV: Classification of Finite-Dimensional Estimation Algebras of Maximal Rank with State–Space Dimension $3$

Jie Chen, Stephen S.-T. Yau, and Chi-Wah Leung

pp. 179-198

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Dynamic Programming for Nonlinear Systems Driven by Ordinary and Impulsive Controls

Monica Motta and Franco Rampazzo

pp. 199-225

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Asymptotic Stability of the Optimal Filter with Respect to Its Initial Condition

Daniel Ocone and Etienne Pardoux

pp. 226-243

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Nondegenerate Solutions and Related Concepts in Affine Variational Inequalities

M. C. Ferris and J. S. Pang

pp. 244-263

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Constrained LQR Problems in Elliptic Distributed Control Systems with Point Observations

Zhonghai Ding, Link Ji, and Jianxin Zhou

pp. 264-294

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Average Optimality in Markov Control Processes via Discounted-Cost Problems and Linear Programming

Onésimo Hernández-Lerma and Jean B. Lasserre

pp. 295-310

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Approximations in Dynamic Zero-Sum Games I

Mabel M. Tidball and Eitan Altman

pp. 311-328

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On an Investment-Consumption Model with Transaction Costs

Marianne Akian, José Luis Menaldi, and Agnès Sulem

pp. 329-364

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Adaptive Control via a Simple Switching Algorithm

Ji Feng Zhang and Peter E. Caines

pp. 365-388

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Multiplicative Interior Gradient Methods for Minimization over the Nonnegative Orthant

Alfredo N. Iusem, B. F. Svaiter, and Marc Teboulle

pp. 389-406

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