Volume 28, Issue 6, pp. 1251-1503
Please Note: Electronic articles are available well in advance of the printed articles.
Finite-Dimensional Compensators for Infinite-Dimensional Systems via Galerkin-Type Approximation
Kazufumi Ito
pp. 1251-1269
Decomposition/Coordination Algorithms in Stochastic Optimization
J.-C. Culioli and G. Cohen
pp. 1372-1403
Hamilton–Jacobi Theory for Optimal Control Problems with Data Measurable in Time
R. B. Vinter and P. Wolenski
pp. 1404-1419
On Adaptive Stabilization of Time-Varying Stochastic Systems
Lei Guo
pp. 1432-1451
Relationships Between Various Markovian Decision Problem Classes
Gary J. Koehler
pp. 1452-1460
Computable Bounds for the Sensitivity of the Algebraic Riccati Equation
P. Gahinet and A. J. Laub
pp. 1461-1480
Lyapunov Functions and Almost Sure Exponential Stability of Stochastic Differential Equations Based on Semimartingales with Spatial Parameters
Xuerong Mao
pp. 1481-1490
cki, and K. M. Przy
uski