Optimal investment under stochastic volatility and power type utility function

2000 Mathematics Subject Classification: 37F21, 70H20, 37L40, 37C40, 91G80, 93E20.

Optimization of Discrete-Time, Stochastic Systems

* This research was supported by a grant from the Greek Ministry of Industry and Technology.

Efficient Control in Multistage Stochastic Optimization Problem

AMS subject classification: 90C31, 90A09, 49K15, 49L20.

A Stochastic Approach for Investigation Ultrafast Phenomena in Semiconductors

2002 Mathematics Subject Classification: 65C05

A Stochastic Control Approach to a Parabolic Equation, Reciprocal Processes

2000 Mathematics Subject Classi cation: 49L60, 60J60, 93E20.

Stability of the Inventory-Backorder Process in the (R; S) Inventory/Production Model

2000 Mathematics Subject Classification: 60G52, 90B30.