Hsi-Mei Chen, Cheng-Hung Huang: An inverse European option problem in estimating the time-dependent volatility function with statistical analysis. 103-111
Volume 36, Number 3, 2005
Shu-Li Sun, Zi-Li Deng: Distributed optimal fusion steady-state Kalman filter for systems with coloured measurement noises. 113-118
Stephen A. Billings, Hua-Liang Wei: The Wavelet-narmax Representation: a Hybrid Model Structure Combining Polynomial Models with Multiresolution Wavelet Decompositions. 137-152
G.-Y. Tang, H.-H. Wang: Successive approximation approach of optimal control for nonlinear discrete-time systems. 153-161
Xiaoe Ruan, Z. Zenn Bien, Kwang-Hyun Park: Iterative learning controllers for discrete-time large-scale systems to track trajectories with distinct magnitudes. 221-233
M.-S. Lee, J.-T. Lim: Optimal supervisory control under partial observation. 235-242
Volume 36, Number 5, 2005
E. Ertugrul Karsak, C. Okan Özogul: Valuation of expansion flexibility in flexible manufacturing system investments using sequential exchange options. 243-253
Lirong Cui, Min Xie: On a generalized k-out-of-n system and its reliability. 267-274
Zhi-Hong Guan, Wu-Hua Chen, JianXin Xu: Delay-dependent stability and stabilizability of uncertain jump bilinear stochastic systems with mode-dependent time-delays. 275-285
Y. K. Foo: Discrete-time Hinfinity filtering with initial condition. 287-295
H. Peng, Y. Tamura, W. Gui, T. Ozaki: Modelling and asset allocation for financial markets based on a stochastic volatility microstructure model. 315-327
Youngmo Han: A robust algorithm for model-following control of under-actuated systems, and its application to a non-holonomic robot and an aircraft. 341-356
Ho-Lim Choi, Jong-Tae Lim: Gain scheduling control of nonlinear singularly perturbed time-varying systems with derivative information. 357-364
Yen-Fang Li, Chee-Fai Yung, Hsin Jung: On the design of a reduced-order Hinfinity controller for nonlinear sampled-data systems. 365-373
Yoshihiro Tanaka: On the existence of duality gaps for mixed integer programming. 375-379
Volume 36, Number 7, 2005
B. Rai, N. Singh: Forecasting warranty performance in the presence of the 'maturing data' phenomenon. 381-394
B. Mukhopadhyay, R. Bhattacharyya: Influence of self- and cross-diffusion on wave train solutions of reaction-diffusion systems. 415-422
Jhy-Ping Jhang: The optimal used period of repairable product with leadtime after the warranty expiry. 423-431
Elbrous M. Jafarov: Robust sliding mode controllers design techniques for stabilization of multivariable time-delay systems with parameter perturbations and external disturbances. 433-444
Volume 36, Number 8, 2005
Qing Wang, James Lam, Shengyuan Xu, Huijun Gao: Delay-dependent and delay-independent energy-to-peak model approximation for systems with time-varying delay. 445-460
X. Zhang, Z. Cheng: Global stabilization of a class of time-delay nonlinear systems. 461-468
Qing-Long Han: A new delay-dependent stability criterion for linear neutral systems with norm-bounded uncertainties in all system matrices. 469-475
Y.-H. Chien: Determining optimal warranty periods from the seller's perspective and optimal out-of-warranty replacement age from the buyer's perspective. 631-637