Uniform Polynomial Rates of Convergence for A Class of Levy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues
Nudged Particle Filters in Multiscale Chaotic Systems
Postponing Collapse: Ergodic Control with a Probabilistic Constraint
Resource Sharing Networks and Brownian Control Problems
American Option Model and Negative Fichera Function on Degenerate Boundary
Continuous-Time Markov Chain and Regime Switching Approximations
Numerical Approximations for Discounted Continuous Time Markov Decision Processes
Some Linear-Quadratic Stochastic Dierential Games Driven by State Dependent Gauss-Volterra Processes
Correlated Equilibria for Infinite Horizon Nonzero-Sum Stochastic Differential Games
Lattice Dynamical Systems in the Biological Sciences
Balancing Prevention and Suppression of Forest Fires with Fuel Management as a Stock
A Free-Model Characterization of the Asymptotic Certainty Equivalent by the Arrow-Pratt Index
Binary Mean Field Stochastic Games: Stationary Equilibria and Comparative Statics Queues
Equivalence of Fluid Models for Gt=GI=N + GI Queues
Stochastic HJB Equations and Regular Singular Points
Information Diusion in Social Networks: Friendship Paradox based Models and Statistical Inference
Portfolio Optimization Using Regime-Switching Stochastic Interest Rate and Stochastic Volatility Models
On Optimal Stopping and Impulse Control with Constraint
Linear-Quadratic McKean-Vlasov Stochastic Differential Games
Stochastic Multigroup Epidemic Models: Duration and Final Size
H2 Dynamic Output Feedback Control for Hidden Markov Jump Linear Systems
Time-Inconsistent Optimal Control Problems and Related Issues
Regime-Switching Jump Diusions with Non-Lipschitz Coecients and Countably Many Switching States: Existence and Uniqueness, Feller, and Strong Feller Properties.