A Stochastic Control Approach to a Parabolic Equation, Reciprocal Processes

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

Adaptive Routing and Multi-Agent Control for Information Flows in IP-Networks

The principles of adaptive routing and multi-agent control for information flows in IP-networks.

Existence Results for Fractional Functional Differential Inclusions with Infinite Delay and Applications to Control Theory

Mathematics Subject Classification: 26A33, 34A60, 34K40, 93B05

Efficient Control in Multistage Stochastic Optimization Problem

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

Optimal investment under stochastic volatility and power type utility function

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