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    Journal: Math. Meth. of OR

    Volume 50, Issue 3

    373 -- 384Y. H. Cheng, W. T. Fu. Strong efficiency in a locally convex space
    385 -- 397Vito Fragnelli, Fioravante Patrone, Enrico Sideri, Stef Tijs. Balanced games arising from infinite linear models
    399 -- 419Andrzej S. Nowak. Optimal strategies in a class of zero-sum ergodic stochastic games
    421 -- 448Arie Hordijk, Alexander Yushkevich. Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards
    449 -- 461Dimitrios G. Pandelis, Demosthenis Teneketzis. On the optimality of the Gittins index rule for multi-armed bandits with multiple plays
    463 -- 474Lukasz Stettner. Risk sensitive portfolio optimization
    475 -- 492Robert J. Elliott, Monique Jeanblanc. Incomplete markets with jumps and informed agents
    493 -- 518Ralf Korn. Some applications of impulse control in mathematical finance
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