1. A Newton Method for Linear Programming

   • O. L. Mangasarian

   OriginalPaper Pages: 1 - 18

2. On the Global Optimization of Sums of Linear Fractional Functions over a Convex Set

   • H. P. Benson

   OriginalPaper Pages: 19 - 39

3. A Study on Abnormality in Variational and Optimal Control Problems

   • C. Bruni
   • D. Iacoviello

   OriginalPaper Pages: 41 - 64

4. On the Existence of Solutions to Stochastic Mathematical Programs with Equilibrium Constraints

   • A. Evgrafov
   • M. Patriksson

   OriginalPaper Pages: 65 - 76

5. Sufficient Stochastic Maximum Principle for the Optimal Control of Jump Diffusions and Applications to Finance

   • N. C. Framstad
   • B. Øksendal
   • A. Sulem

   OriginalPaper Pages: 77 - 98

6. Zero-Sum Stochastic Games with Partial Information

   • M. K. Ghosh
   • D. McDonald
   • S. Sinha

   OriginalPaper Pages: 99 - 118

7. Convergence of the Approximate Auxiliary Problem Method for Solving Generalized Variational Inequalities

   • T. T. Hue
   • J. J. Strodiot
   • V. H. Nguyen

   OriginalPaper Pages: 119 - 145

8. On Dynamic Output Feedback Guaranteed Cost Control of Uncertain Discrete-Delay Systems: LMI Optimization Approach

   • J. H. Park

   OriginalPaper Pages: 147 - 162

9. Upper Bounds of the Pursuer Control Based on a Linear-Quadratic Differential Game

   • V. Turetsky

   OriginalPaper Pages: 163 - 191

10. Some Remarks on the Minty Vector Variational Inequality

    • X. M. Yang
    • X. Q. Yang
    • K. L. Teo

    OriginalPaper Pages: 193 - 201

11. Generalized System for Relaxed Cocoercive Variational Inequalities and Projection Methods

    • R. U. Verma

    Note Pages: 203 - 210

12. Errata Corrige: On an Optimality Condition in DC Optimization

    • R. Horst
    • N. V. Thoai

    Erratum Pages: 211 - 211

13. General Information

    Instructions for Authors Pages: 213 - 222