Optimization, Control, and Applications of Stochastic Systems

1 On the Policy Iteration Algorithm for Non-degenerate Controlled Diffusions under the Ergodic Criterion. - 2 Discrete-Time Inventory Problems with Lead Time and Order-Time Constraint. - 3 Sample-Path Optimality in Average Markov Decision Chains. - 4 Approximation of Infinite Horizon Discounted Cost Markov. - 5 Reduction of Discounted Continuous-Time MDPs with Unbounded. - 6 Continuous-Time Controlled Jump Markov Processes on the Finite. - 7 Existence and Uniqueness of Solutions of SPDEs in Infinite Dimensions. - 8 A Constrained Optimization Problem with Applications to Constrained. - 9 Optimal Execution of Derivatives, a Taylor Expansion Approach. - 10 A Survey of Some Model-Based Methods for Global Optimization. - 11 Constrained Optimality for First Passage Criteria in Semi-Markov. - 12 Infinite-Horizon Optimal Control Problems for Hybrid Switching. - 13 Fluid Approximations to Markov Decision Processes with Local. - 14 Minimizing Ruin Probabilities by Reinsurance and Investment: a Markovian Decision Approach. - 15 Estimation of the Optimality Deviation in Discounted Semi-Markov. - 16 Discrete Time Approximations of Continuous Time Finite Horizon. - 17 A Direct Approach to the Solution of Optimal Multiple-Stopping. - 18 On the Regularity Property of Semi-Markov Processes with Borel State Spaces.