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SIAM Journal on Control and Optimization

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Volume 29, Issue 5, pp. 999-1249

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Recursive Stochastic Algorithms for Global Optimization in $\mathbb{R}^d $

Saul B. Gelfand and Sanjoy K. Mitter

pp. 999-1018

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On Subdifferentials of Optimal Value Functions

Lionel Thibault

pp. 1019-1036

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On the Convergence of a Matrix Splitting Algorithm for the Symmetric Monotone Linear Complementarity Problem

Zhi-Quan Luo and Paul Tseng

pp. 1037-1060

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Recursive Identification and Adaptive Prediction in Linear Stochastic Systems

Tze Leung Lai and Zhiliang Ying

pp. 1061-1090

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Parallel Recursive Algorithms in Asymptotically Efficient Adaptive Control of Linear Stochastic Systems

Tze Leung Lai and Zhiliang Ying

pp. 1091-1127

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Sensitivity Analysis of Optimal Control Problems for Wave Equations

Irena Lasiecka and Jan Sokolowski

pp. 1128-1149

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Boundary Controllability of the Coincidence Set in the Obstacle Problem

Viorel Barbu and Dan Tiba

pp. 1150-1159

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A Subspace Decomposition Principle for Scaled Gradient Projection Methods: Global Theory

J. C. Dunn

pp. 1160-1175

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The Sensitivity of Optimal Control Problems to Time Delay

F. H. Clarke and P. R. Wolenski

pp. 1176-1215

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A Monte Carlo Method for Sensitivity Analysis and Parametric Optimization of Nonlinear Stochastic Systems

Jichuan Yang and Harold J. Kushner

pp. 1216-1249

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