REVISTA

SIAM JOURNAL ON CONTROL AND OPTIMIZATION

ISSN: 0363-0129 Frecuencia: 6 Formato: Impresa

Tablas de contenido

17 art�culos asociados

Volumen 43 N�mero 4 Parte 0 A�o 2005

Optimal Momentum Hedging via Hypoelliptic Reduced Monge-Amp?re PDEs	Solicitud
Stojanovic, Srdjan
P�g. 1151 - 1173

Efficient Hedging When Asset Prices Follow a Geometric Poisson Process with Unknown Intensities	Solicitud
Kirch, Michael, Runggaldier, Wolfgang J
P�g. 1174 - 1195

Linear Quadratic Gaussian Balancing for Discrete-Time Infinite-Dimensional Linear Systems	Solicitud
Opmeer, Mark R, Curtain, Ruth F
P�g. 1196 - 1221

Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback	Solicitud
Mannucci, Paola
P�g. 1222 - 1233

A Sufficient Condition on Riesz Basis with Parentheses of Non-Self-Adjoint Operator and Application to a Serially Connected String System under Joint Feedbacks	Solicitud
Guo, Bao-Zhu, Xie, Yu
P�g. 1234 - 1252

Finite Time Stability and Robust Control Synthesis of Uncertain Switched Systems	Solicitud
Orlov, Y
P�g. 1253 - 1271

Quenched Large Deviations for One Dimensional Nonlinear Filtering	Solicitud
Pardoux, ?tienne, Zeitouni, Ofer
P�g. 1272 - 1297

Well-posedness of Nonconvex Integral Functionals	Solicitud
Villa, Silvia
P�g. 1298 - 1312

Null Controllability and the Algebraic Riccati Equation in Banach Spaces	Solicitud
Neerven, J M A M van
P�g. 1313 - 1327

Bounds and Asymptotic Approximations for Utility Prices when Volatility Is Random	Solicitud
Sircar, Ronnie, Zariphopoulou, Thaleia
P�g. 1328 - 1353

Neumann Boundary Control of Hyperbolic Equations with Pointwise State Constraints	Solicitud
Mordukhovich, Boris S, Raymond, Jean-Pierre
P�g. 1354 - 1372

Optimal Control of Uncertain Systems with Incomplete Information for the Disturbances	Solicitud
Quincampoix, Marc, Veliov, Vladimir M
P�g. 1373 - 1399

Unique Continuation and Control for the Heat Equation from an Oscillating Lower Dimensional Manifold	Solicitud
Castro, Carlos, Zuazua, Enrique
P�g. 1400 - 1434

Spectral Factorization by Symmetric Extraction for Distributed Parameter Systems	Solicitud
Winkin, J J, Callier, F M, Jacob, B, Partington, J R
P�g. 1435 - 1466

Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations	Solicitud
Borkar, Vivek, Budhiraja, Amarjit
P�g. 1467 - 1492

Causal and Stable Input/Output Structures on Multidimensional Behaviors	Solicitud
Wood, J, Sule, V R, Rogers, E
P�g. 1493 - 1520

What Is the Better Signal Space for Discrete-Time Systems: l2(Z) or l4(N0)?	Solicitud
Jacob, Birgit
P�g. 1521 -