1. Strong efficiency in a locally convex space

   • Y. H. Cheng
   • W. T. Fu

   Pages: 373 - 384

2. Balanced games arising from infinite linear models

   • Vito Fragnelli
   • Fioravante Patrone
   • Stef Tijs

   Pages: 385 - 397

3. Optimal strategies in a class of zero-sum ergodic stochastic games

   • Andrzej S. Nowak

   Pages: 399 - 419

4. Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards

   • Arie Hordijk
   • Alexander A. Yushkevich

   Pages: 421 - 448

5. On the optimality of the Gittins index rule for multi-armed bandits with multiple plays

   • Dimitrios G. Pandelis
   • Demosthenis Teneketzis

   Pages: 449 - 461

6. Risk sensitive portfolio optimization

   • Lukasz Stettner

   Pages: 463 - 474

7. Incomplete markets with jumps and informed agents

   • Robert J. Elliott
   • Monique Jeanblanc

   Pages: 475 - 492

8. Some applications of impulse control in mathematical finance

   • Ralf Korn

   Pages: 493 - 518