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SIAM Journal on Control and Optimization

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Volume 14, Issue 5, pp. 791-983

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Incremental and Total Optimization of Separable Functionals with Constraints

Lawrence D. Stone

pp. 791-802

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A Stochastic Maximum Principle

Virginia M. Warfield

pp. 803-826

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Stochastic Approximation Algorithms of the Multiplier Type for the Sequential Monte Carlo Optimization of Stochastic Systems

Harold J. Kushner and Milton L. Kelmanson

pp. 827-842

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Lagrange Duality Theory for Convex Control Problems

William W. Hager and Sanjoy K. Mitter

pp. 843-856

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A Perturbation Problem from Control Exhibiting on and off the Boundary Behavior

Dennis D. Berkey and Marvin I. Freedman

pp. 857-876

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Monotone Operators and the Proximal Point Algorithm

R. Tyrrell Rockafellar

pp. 877-898

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Existence of an Optimal Control for Systems with Jump Markov Disturbances

Robert M. Goor

pp. 899-918

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Time Optimal Control of Infinite-Dimensional Systems

G. Knowles

pp. 919-933

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Initial State Determination for Distributed Parameter Systems

Toshihiro Kobayashi

pp. 934-944

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Spectral Minimality for Infinite-Dimensional Linear Systems

Avraham Feintuch

pp. 945-950

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The Infinite-Dimensional Riccati Equation for Systems Defined by Evolution Operators

Ruth Curtain and A. J. Pritchard

pp. 951-983

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