1. Realism and practicality of transaction cost approaches in continuous-time portfolio optimisation: the scope of the Morton-Pliska approach

   • Ralf Korn

   OriginalPaper Pages: 165 - 174

2. Investment optimization under constraints

   • Nguyen-Thanh Long

   OriginalPaper Pages: 175 - 201

3. A dynamic programming approach to solve efficient frontier

   • S. J. Sadjadi
   • M. B. Aryanezhad
   • B. F. Moghaddam

   OriginalPaper Pages: 203 - 214

4. Nash equilibria in electricity markets with discrete prices

   • E. J. Anderson
   • H. Xu

   OriginalPaper Pages: 215 - 238

5. Equivalence classes for optimizing risk models in Markov decision processes

   • Yoshio Ohtsubo
   • Kenji Toyonaga

   OriginalPaper Pages: 239 - 250

6. Semi-infinite weighted Markov decision processes with perturbation

   • Mohammed Abbad
   • Khalid Rahhali

   OriginalPaper Pages: 251 - 265

7. Construction of Nash equilibria in symmetric stochastic games of capital accumulation

   • Łukasz Balbus
   • Andrzej S. Nowak

   OriginalPaper Pages: 267 - 277

8. Stochastic games for distributed players on graphs

   • Ruslan K. Chornei
   • Hans Daduna
   • Pavel S. Knopov

   OriginalPaper Pages: 279 - 298

9. Multi-policy iteration with a distributed voting

   • Hyeong Soo Chang

   OriginalPaper Pages: 299 - 310

10. A General Framework for Bounds for Higher-Dimensional Orthogonal Packing Problems

    • Sándor P. Fekete
    • Jörg Schepers

    OriginalPaper Pages: 311 - 329

11. Dual methods for probabilistic optimization problems^*

    • Darinka Dentcheva
    • Bogumila Lai
    • Andrzej Ruszczyński

    OriginalPaper Pages: 331 - 346

12. Book Review

    • Gert Wanka

    OriginalPaper Pages: 347 - 348