Variational equations for the eigenvalues and eigenvectors of nonsymmetric matrices R. KalabaK. SpingarnL. Tesfatsion Contributed Papers Pages: 1 - 8
A minimization method for the sum of a convex function and a continuously differentiable function H. MineM. Fukushima Contributed Papers Pages: 9 - 23
A conjugate directions method for subjective assessment of normal distributions S. S. Oren Contributed Papers Pages: 25 - 36
On the use of purely finitely additive multipliers in mathematical programming J. Ponstein Contributed Papers Pages: 37 - 55
On equating the difference between optimal and marginal values of general convex programs K. O. KortanekA. L. Soyster Contributed Papers Pages: 57 - 68
Lagrange multipliers for regular and singular problems in the calculus of variations J. S. BradleyD. C. Chang Contributed Papers Pages: 85 - 97
Sufficient conditions for optimality of threat strategies in a differential game A. RayA. Blaquière Contributed Papers Pages: 99 - 109
Penalty approximation of a Sobolev optimal control problem with state constraints L. W. White Contributed Papers Pages: 121 - 135
On the convergence of policy iteration for controlled diffusions M. L. Puterman Contributed Papers Pages: 137 - 144
Characterizing properties of the value function of stochastic games S. H. TijsO. J. Vrieze Technical Note Pages: 145 - 150
