797 - 813 |
Equilibrium conditions for Young measures Pedregal P |
814 - 839 |
Differential games with unbounded versus bounded controls Rampazzo F |
840 - 851 |
Asynchronous stochastic approximations Borkar VS |
852 - 894 |
Boundary value problems and optimal boundary control for the Navier-Stokes system : The two-dimensional case Fursikov AV, Gunzburger MD, Hou LS |
895 - 909 |
Existence of an optimal solution of a shape control problem for the stationary Navier-Stokes equations Gunzburger MD, Kim H |
910 - 928 |
Central limit theorem and law of iterated logarithm for least squares algorithms in adaptive tracking Bercu B |
929 - 947 |
Stochastic near-optimal controls : Necessary and sufficient conditions for near-optimality Zhou XY |
948 - 959 |
The symmetric rendezvous-evasion game Alpern S, Lim WS |
960 - 980 |
An integral invariance principle for differential inclusions with applications in adaptive control Ryan EP |
981 - 1004 |
Optimal boundary control of the Stokes fluids with point velocity observations You PH, Ding ZH, Zhou JX |
1005 - 1019 |
Globally and superlinearly convergent algorithm for minimizing a normal merit function Polak E, Qi LQ |
1020 - 1047 |
Ergodic boundary/point control of stochastic semilinear systems Duncan TE, Maslowski B, Pasik-Duncan B |
1048 - 1072 |
Proximal analysis and the minimal time function Wolenski PR, Yu Z |
1073 - 1085 |
A classical approach to uniform null controllability for elastic beams Moreles MA |
1086 - 1098 |
Exponential decay of energy of the Euler-Bernoulli beam with locally distributed Kelvin-Voigt damping Liu KS, Liu ZG |
1099 - 1132 |
Optimal control of inflation : A central bank problem Chiarolla MB, Haussmann UG |