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SIAM Journal on Control and Optimization

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Volume 47, Issue 5, pp. 2201-2744

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Optimal Dividend Payments and Reinvestments of Diffusion Processes with Both Fixed and Proportional Costs

Jostein Paulsen

pp. 2201-2226

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On Local Transverse Feedback Linearization

Christopher Nielsen and Manfredi Maggiore

pp. 2227-2250

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Necessary Conditions for Multiobjective Optimal Control Problems with Free End-Time

B. T. Kien, N.-C. Wong, and J.-C. Yao

pp. 2251-2274

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A Riesz Basis Methodology for Proportional and Integral Output Regulation of a One-Dimensional Diffusive-Wave Equation

Boumediène Chentouf and Jun-Min Wang

pp. 2275-2302

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Approximate Fixed Point Iteration with an Application to Infinite Horizon Markov Decision Processes

Anthony Almudevar

pp. 2303-2347

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Dirichlet Problems for some Hamilton–Jacobi Equations with Inequality Constraints

Jean-Pierre Aubin, Alexandre M. Bayen, and Patrick Saint-Pierre

pp. 2348-2380

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Mean-Variance Hedging Under Partial Information

Michael Mania, Revaz Tevzadze, and Teimuraz Toronjadze

pp. 2381-2409

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A Knowledge-Gradient Policy for Sequential Information Collection

Peter I. Frazier, Warren B. Powell, and Savas Dayanik

pp. 2410-2439

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Kernel Density Estimation and Goodness-of-Fit Test in Adaptive Tracking

Bernard Bercu and Bruno Portier

pp. 2440-2457

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Important Moments in Systems and Control

Christopher I. Byrnes and Anders Lindquist

pp. 2458-2469

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Efficient On-Line Computation of Constrained Optimal Control

Mato Baotić, Francesco Borrelli, Alberto Bemporad, and Manfred Morari

pp. 2470-2489

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Partially Observed Inventory Systems: The Case of Rain Checks

Alain Bensoussan, Metin Çakanyildirim, J. Adolfo Minjárez-Sosa, Suresh P. Sethi, and Ruixia Shi

pp. 2490-2519

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Stability of Solutions for Some Classes of Nonlinear Damped Wave Equations

Genni Fragnelli and Dimitri Mugnai

pp. 2520-2539

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Stochastic Dynamic Optimization with Discounted Stochastic Dominance Constraints

Darinka Dentcheva and Andrzej Ruszczyński

pp. 2540-2556

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Numerical Verification of Optimality Conditions

Arnd Rösch and Daniel Wachsmuth

pp. 2557-2581

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Fast Switching Analysis of Linear Switched Systems Using Exponential Splitting

M. Porfiri, D. G. Roberson, and D. J. Stilwell

pp. 2582-2597

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A Constructive Approach to a Class of Ergodic HJB Equations with Unbounded and Nonsmooth Cost

Patrick Cattiaux, Paolo Dai Pra, and Sylvie ROElly

pp. 2598-2615

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Dynamic Programming Principle for One Kind of Stochastic Recursive Optimal Control Problem and Hamilton–Jacobi–Bellman Equation

Zhen Wu and Zhiyong Yu

pp. 2616-2641

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Robust Stability of Polytopic Systems via Affine Parameter-Dependent Lyapunov Functions

Guang-Hong Yang and Jiuxiang Dong

pp. 2642-2662

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Mesh Independence of Kleinman–Newton Iterations for Riccati Equations in Hilbert Space

J. A. Burns, E. W. Sachs, and L. Zietsman

pp. 2663-2692

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Probabilistic Robustness Analysis—Risks, Complexity, and Algorithms

Xinjia Chen, Kemin Zhou, and Jorge Aravena

pp. 2693-2723

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Robustness of $\lambda$-Tracking in the Gap Metric

Achim Ilchmann and Markus Mueller

pp. 2724-2744

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