Journal: SIAM J. Control and Optimization

Volume 40, Issue 6

1663 -- 1696S. I. Boyarchenko, S. Z. Levendorskii. Perpetual American Options Under L[e-acute]vy Processes
1697 -- 1723Arthur J. Krener, Long Li. Normal Forms and Bifurcations of Discrete Time Nonlinear Control Systems
1724 -- 1745F. Dufour, Boris M. Miller. Generalized Solutions in Nonlinear Stochastic Control Problems
1746 -- 1764Achim Ilchmann, Eugene P. Ryan, Christopher J. Sangwin. Systems of Controlled Functional Differential Equations and Adaptive Tracking
1765 -- 1790Bernt Oksendal, Agnès Sulem. Optimal Consumption and Portfolio with Both Fixed and Proportional Transaction Costs
1791 -- 1820B. Fares, Dominikus Noll, Pierre Apkarian. Robust Control via Sequential Semidefinite Programming
1821 -- 1839Andrzej S. Nowak, Eitan Altman. epsilon-Equilibria for Stochastic Games with Uncountable State Space and Unbounded Costs
1840 -- 1857Roberto Giambò, Fabio Giannoni, Paolo Piccione. Existence, Multiplicity, and Regularity for sub-Riemannian Geodesics by Variational Methods
1858 -- 1866Gang Bao, David C. Dobson, Karim Ramdani. A Constraint on the Maximum Reflectance of Rapidly Oscillating Dielectric Gratings
1867 -- 1887Jun Zhou, Tomomichi Hagiwara. Existence Conditions and Properties of the Frequency Response Operators of Continuous-Time Periodic Systems
1888 -- 1904Murat Arcak, David Angeli, Eduardo D. Sontag. A Unifying Integral ISS Framework for Stability of Nonlinear Cascades
1905 -- 1923Bao-Zhu Guo. Riesz Basis Property and Exponential Stability of Controlled Euler--Bernoulli Beam Equations with Variable Coefficients
1924 -- 1937Noboru Sakamoto. Analysis of the Hamilton--Jacobi Equation in Nonlinear Control Theory by Symplectic Geometry
1938 -- 1964Stefano Battilotti, A. De Santis. Stabilization in Probability of Nonlinear Stochastic Systems with Guaranteed Cost
1965 -- 1982Moon Jung Cho, Richard H. Stockbridge. Linear Programming Formulation for Optimal Stopping Problems

Volume 40, Issue 5

1333 -- 1357Ugo V. Boscain, Benedetto Piccoli. On Automaton Recognizability of Abnormal Extremals
1358 -- 1383Michael Malisoff. Viscosity Solutions of the Bellman Equation for Exit Time Optimal Control Problems with Vanishing Lagrangians
1384 -- 1405Fabio Fagnani, Luciano Pandolfi. A Singular Perturbation Approach to a Recursive Deconvolution Problem
1406 -- 1430Harish K. Pillai, Jan C. Willems. Lossless and Dissipative Distributed Systems
1431 -- 1454Eduardo Casas, Mariano Mateos. Second Order Optimality Conditions for Semilinear Elliptic Control Problems with Finitely Many State Constraints
1455 -- 1472Kazufumi Ito, Karl Kunisch. Optimal Control of the Solid Fuel Ignition Model with H[sup 1]-Cost
1491 -- 1504Rafal Goebel. Convexity in Zero-Sum Differential Games
1505 -- 1516Miguel C. Muñoz-Lecanda, F. Javier Yániz-Fernández. Dissipative Control of Mechanical Systems: A Geometric Approach
1517 -- 1539Gengsheng Wang, Lijuan Wang. State-Constrained Optimal Control Governed by Non--Well-Posed Parabolic Differential Equations
1540 -- 1555Xun Li, Xun Yu Zhou, Andrew E. B. Lim. Dynamic Mean-Variance Portfolio Selection with No-Shorting Constraints
1556 -- 1575Robert Ghrist, Daniel E. Koditschek. Safe Cooperative Robot Dynamics on Graphs
1576 -- 1584Francesco Carravetta, Alfredo Germani, Robert Sh. Liptser, Costanzo Manes. Filtering of Nonlinear Stochastic Feedback Systems
1585 -- 1610Kazufumi Ito, Karl Kunisch. Asymptotic Properties of Receding Horizon Optimal Control Problems
1611 -- 1627Lubomír Bakule, José Rodellar, Josep M. Rossell. Overlapping Quadratic Optimal Control of Linear Time-Varying Commutative Systems
1628 -- 1661Francesca Da Lio, William M. McEneaney. Finite Time--Horizon Risk-Sensitive Control and the Robust Limit under a Quadratic Growth Assumption

Volume 40, Issue 4

993 -- 1010Ronald Hirschorn. Output Tracking Through Singularities
1011 -- 1041Robert Buche, Harold J. Kushner. Rate of Convergence for Constrained Stochastic Approximation Algorithms
1042 -- 1071Stephan Bohacek, Edmond A. Jonckheere. Nonlinear Tracking Over Compact Sets with Linear Dynamically Varying H:::infinity::: Control
1072 -- 1086Eva Zerz, Vakhtang Lomadze. A Constructive Solution to Interconnection and Decomposition Problems with Multidimensional Behaviors
1087 -- 1106Geert Jan Olsder. On Open- and Closed-Loop Bang-Bang Control in Nonzero-Sum Differential Games
1107 -- 1133Anca Ignat, Jürgen Sprekels, Dan Tiba. Analysis and Optimization of Nonsmooth Arches
1134 -- 1158Wim Michiels, Koen Engelborghs, Dirk Roose, Denis Dochain. Sensitivity to Infinitesimal Delays in Neutral Equations
1159 -- 1188Olivier Alvarez, Martino Bardi. Viscosity Solutions Methods for Singular Perturbations in Deterministic and Stochastic Control
1189 -- 1226Valery A. Ugrinovskii, Ian R. Petersen. Minimax LQG Control of Stochastic Partially Observed Uncertain Systems
1227 -- 1249Pascal Morin, Claude Samson. A Characterization of the Lie Algebra Rank Condition by Transverse Periodic Functions
1250 -- 1269Ralf Korn, Holger Kraft. A Stochastic Control Approach to Portfolio Problems with Stochastic Interest Rates
1270 -- 1279Arrigo Cellina. On the Bounded Slope Condition and the Validity of the Euler Lagrange Equation
1280 -- 1295Alexey F. Izmailov, Mikhail V. Solodov. Optimality Conditions for Irregular Inequality-Constrained Problems
1296 -- 1311Mustapha Ait Rami, John B. Moore, Xun Yu Zhou. Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
1312 -- 1331Carol Pirie, Geir E. Dullerud. Robust Controller Synthesis for Uncertain Time-Varying Systems

Volume 40, Issue 3

661 -- 680Wim Michiels, Rodolphe Sepulchre, Dirk Roose. Stability of Perturbed Delay Differential Equations and Stabilization of Nonlinear Cascade Systems
681 -- 698Jinane Abounadi, Dimitri P. Bertsekas, Vivek S. Borkar. Learning Algorithms for Markov Decision Processes with Average Cost
699 -- 723Yves Lucet, Jane J. Ye. Sensitivity Analysis of the Value Function for Optimization Problems with Variational Inequality Constraints
724 -- 740Bernard Hanzon, Raimund J. Ober. A State-Space Calculus for Rational Probability Density Functions and Applications to Non-Gaussian Filtering
741 -- 776Sean P. Meyn. Sequencing and Routing in Multiclass Queueing Networks Part I: Feedback Regulation
777 -- 800Axel Osses. A Rotated Multiplier Applied to the Controllability of Waves, Elasticity, and Tangential Stokes Control
801 -- 823David D. Yao, Shuzhong Zhang, Xun Yu Zhou. Stochastic Linear-Quadratic Control via Semidefinite Programming
824 -- 852Sandra Cerrai. Stationary Hamilton--Jacobi Equations in Hilbert Spaces and Applications to a Stochastic Optimal Control Problem
853 -- 881Jean-Pierre Aubin. Viability Kernels and Capture Basins of Sets Under Differential Inclusions
882 -- 897David Levanony, Peter E. Caines. On Persistent Excitation for Linear Systems with Stochastic Coefficients
898 -- 924Yun-Bin Zhao, Duan Li. Existence and Limiting Behavior of a Non--Interior-Point Trajectory for Nonlinear Complementarity Problems Without Strict Feasibility Condition
925 -- 946Michael Hinze, Karl Kunisch. Second Order Methods for Optimal Control of Time-Dependent Fluid Flow
947 -- 968Hüseyin Akçay. General Orthonormal Bases for Robust Identification in H::INFINITY::
969 -- 991Harry L. Trentelman, Paolo Rapisarda. Pick Matrix Conditions for Sign-Definite Solutions of the Algebraic Riccati Equation

Volume 40, Issue 2

333 -- 347Diomedes Barcenas, Hugo Leiva. Characterization of Extremal Controls for Infinite Dimensional Time-Varying Systems
348 -- 369Onésimo Hernández-Lerma, Rosario Romera. Limiting Discounted-Cost Control of Partially Observable Stochastic Systems
370 -- 392Ariela Briani, Franco Rampazzo. Lie Algebraic Obstructions to Gamma-Convergence of Optimal Control Problems
393 -- 420Paul Dupuis, Adam Szpiro. Convergence of the Optimal Feedback Policies in a Numerical Method for a Class of Deterministic Optimal Control Problems
421 -- 449L. Badea, Prabir Daripa. On a Boundary Control Approach to Domain Embedding Methods
450 -- 474Andrew E. B. Lim, Xun Yu Zhou. Linear-Quadratic Control of Backward Stochastic Differential Equations
475 -- 495Nicolas Petit, Pierre Rouchon. Flatness of Heavy Chain Systems
496 -- 515Fabio Camilli, Lars Grüne, Fabian Wirth. A Generalization of Zubov s Method to Perturbed Systems
516 -- 524Rida Laraki. Variational Inequalities, System of Functional Equations, and Incomplete Information Repeated Games
525 -- 539Anthony Almudevar. A Dynamic Programming Algorithm for the Optimal Control of Piecewise Deterministic Markov Processes
540 -- 556Maria Elena Valcher. Nonnegative Realization of Autonomous Systems in the Behavioral Approach
557 -- 576Hanzhong Wu, Xun Yu Zhou. Stochastic Frequency Characteristics
577 -- 609Vera Zeidan. New Second-Order Optimality Conditions for Variational Problems with C[sup 2]-Hamiltonians
610 -- 627Johannes Reinschke, Michael Cantoni, Malcolm C. Smith. A Robust Control Framework for Linear, Time-Invariant, Spatially Distributed Systems
628 -- 660Xiang Chen, Kemin Zhou. Multiobjective /boldmathHt/Hf Control Design

Volume 40, Issue 1

1 -- 38Adam B. Levy. Solution Sensitivity from General Principles
39 -- 53Xu Zhang. A Remark on Null Exact Controllability of the Heat Equation
54 -- 63H. Kawasaki. A Conjugate Points Theory for a Nonlinear Programming Problem
64 -- 87Q. Zhang. Stock Trading: An Optimal Selling Rule
88 -- 106Birgit Jacob, Jonathan R. Partington. On the Boundedness and Continuity of the Spectral Factorization Mapping
107 -- 134P. Rocha, J. Wood. Trajectory Control and Interconnection of 1D and nD Systems
135 -- 148Vivek S. Borkar, Sanjoy K. Mitter, Sekhar Tatikonda. Optimal Sequential Vector Quantization of Markov Sources
149 -- 165Kangsheng Liu, Zhuangyi Liu, Bopeng Rao. Exponential Stability of an Abstract Nondissipative Linear System
166 -- 190Francesco Bullo. Series Expansions for the Evolution of Mechanical Control Systems
191 -- 210Chunjiang Qian, Wei Lin, W. P. Dayawansa. Smooth Feedback, Global Stabilization, and Disturbance Attenuation of Nonlinear Systems with Uncontrollable Linearization
211 -- 230Kim Dang Phung. Observability and Control of Schrödinger Equations
231 -- 252Alexander Khapalov. Mobile Point Controls Versus Locally Distributed Ones for the Controllability of the Semilinear Parabolic Equation
253 -- 269Andrei A. Agrachev, Daniel Liberzon. Lie-Algebraic Stability Criteria for Switched Systems
270 -- 297Marcelo D. Fragoso, Jack Baczynski. Optimal Control for Continuous-Time Linear Quadratic Problems with Infinite Markov Jump Parameters
298 -- 327Sean E. Bourdon, Geir E. Dullerud. Uniform Robust Performance Against Quasi-LTI Uncertainty in Sampled-Data Systems
328 -- 332Erik J. Balder. Comment on an Existence Result for a Noncoercive Nonconvex Variational Problem