VOL. 6 · NO. 3 | 2006
Wendell H. Fleming
Commun. Inf. Syst. 6 (3), 161-177, (2006) Open Access
A. B. Kurzhanski, P. Varaiya
Commun. Inf. Syst. 6 (3), 179-192, (2006) Open Access
KEYWORDS: Guaranteed estimation, dynamic programming, set-membership uncertainty, reachability, information set, information state, HJB equation, Comparison principle, ellipsoidal calculus
Raymond Rishel
Commun. Inf. Syst. 6 (3), 193-202, (2006) Open Access
KEYWORDS: stock selling times, Optimal stopping, buy and hold, variational inequalities
Robert J. Elliott, Simon Haykin
Commun. Inf. Syst. 6 (3), 203-220, (2006) Open Access
Minyi Huang, Roland P. Malhamé, Peter E. Caines
Commun. Inf. Syst. 6 (3), 221-252, (2006) Open Access
KEYWORDS: Stochastic dynamic games, large populations, multi-class agents, interacting particle systems, statistical physics, decentralized control, Hamilton-Jacobi-Bellman equation, McKean-Vlasov equation, Nash equilibria
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