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SIAM Journal on Control and Optimization

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Volume 43, Issue 4, pp. 1151-1534

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Optimal Momentum Hedging via Hypoelliptic Reduced Monge--Ampère PDE

Srdjan Stojanovic

pp. 1151-1173

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Efficient Hedging When Asset Prices Follow A Geometric Poisson Process With Unknown Intensities

Michael Kirch and Wolfgang J. Runggaldier

pp. 1174-1195

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Linear Quadratic Gaussian Balancing for Discrete-Time Infinite-Dimensional Linear Systems

Mark R. Opmeer and Ruth F. Curtain

pp. 1196-1221

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Nonzero-Sum Stochastic Differential Games with Discontinuous Feedback

Paola Mannucci

pp. 1222-1233

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A Sufficient Condition on Riesz Basis with Parentheses of Non--Self-Adjoint Operator and Application to a Serially Connected String System under Joint Feedbacks

Bao-Zhu Guo and Yu Xie

pp. 1234-1252

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Finite Time Stability and Robust Control Synthesis of Uncertain Switched Systems

Y. Orlov

pp. 1253-1271

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Quenched Large Deviations for One Dimensional Nonlinear Filtering

Étienne Pardoux and Ofer Zeitouni

pp. 1272-1297

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Well-posedness of Nonconvex Integral Functionals

Silvia Villa

pp. 1298-1312

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Null Controllability and the Algebraic Riccati Equation in Banach Spaces

J. M. A. M. van Neerven

pp. 1313-1327

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Bounds and Asymptotic Approximations for Utility Prices when Volatility is Random

Ronnie Sircar and Thaleia Zariphopoulou

pp. 1328-1353

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Neumann Boundary Control of Hyperbolic Equations with Pointwise State Constraints

Boris S. Mordukhovich and Jean-Pierre Raymond

pp. 1354-1372

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Optimal Control of Uncertain Systems with Incomplete Information for the Disturbances

Marc Quincampoix and Vladimir M. Veliov

pp. 1373-1399

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Unique Continuation and Control for the Heat Equation from an Oscillating Lower Dimensional Manifold

Carlos Castro and Enrique Zuazua

pp. 1400-1434

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Spectral Factorization by Symmetric Extraction for Distributed Parameter Systems

J. J. Winkin, F. M. Callier, B. Jacob, and J. R. Partington

pp. 1435-1466

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Ergodic Control for Constrained Diffusions: Characterization Using HJB Equations

Vivek Borkar and Amarjit Budhiraja

pp. 1467-1492

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Causal and Stable Input/Output Structures on Multidimensional Behaviors

J. Wood, V. R. Sule, and E. Rogers

pp. 1493-1520

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What Is the Better Signal Space for Discrete-Time Systems: $\ell_2(\mathbbZ)$ or $\ell_2(\mathbbN_0)$?

Birgit Jacob

pp. 1521-1534

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