Volume 50, Number 1, August 1999

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  Steffen G. Meusel, Rainer E. Burkard: A transportation problem with a permuted demand vector. 1-7
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  Mihály Hujter, Bettina Klinz, Gerhard J. Woeginger: A note on the complexity of the transportation problem with a permutable demand vector. 9-16
• 
  D. G. Tian, Q. Fei: An extension of the entropic perturbation method of linear programming. 17-25
• 
  Eberhard Girlich, Alexander G. Tarnowski: On polynomial solvability of two multiprocessor scheduling problems. 27-51
• 
  Juan Carlos Santos, José Manuel Zarzuelo: Weighted values for non-atomic games: an axiomatic approach. 53-63
• 
  Andrzej S. Nowak: Sensitive equilibria for ergodic stochastic games with countable state spaces. 65-76
• 
  David Perry, Wolfgang Stadje: Perishable inventory systems with impatient demands. 77-90
• 
  Hans Daduna, Pavel S. Knopov: Optimal admission control for M/D/1/K queueing systems. 91-100
• 
  Jörg Budde, Norbert Gaffke: A class of extremum problems related to agency models with imperfect monitoring. 101-120
• 
  Gerold Studer: Risk measurement with maximum loss. 121-134
• 
  Dariusz Gatarek, Andrzej Swiech: Optimal stopping in Hilbert spaces and pricing of American options. 135-147
• 
  Robert J. Elliott, Allanus H. Tsoi, Shiu Hong Lui: Short rate analysis and marked point processes. 149-160

Volume 50, Number 2, October 1999

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  Tomasz R. Bielecki, Daniel Hernández-Hernández, Stanley R. Pliska: Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management. 167-188
• 
  Ralf Korn, Manfred Schäl: On value preserving and growth optimal portfolios. 189-218
• 
  Hyeng Keun Koo: Consumption and portfolio selection with labor income: A discrete-time approach. 219-243
• 
  Jitka Dupacová: Portfolio optimization via stochastic programming: Methods of output analysis. 245-270
• 
  Thaleia Zariphopoulou: Optimal investment and consumption models with non-linear stock dynamics. 271-296
• 
  Nizar Touzi: Super-replication under proportional transaction costs: From discrete to continuous-time models. 297-320
• 
  Jan Kallsen: A utility maximization approach to hedging in incomplete markets. 321-338
• 
  Rüdiger Frey, Wolfgang J. Runggaldier: Risk-minimizing hedging strategies under restricted information: The case of stochastic volatility models observable only at discrete random times. 339-350
• 
  Masaaki Kijima, Masamitsu Ohnishi: Stochastic orders and their applications in financial optimization. 351-372

Volume 50, Number 3, December 1999

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  Y. H. Cheng, W. T. Fu: Strong efficiency in a locally convex space. 373-384
• 
  Vito Fragnelli, Fioravante Patrone, Enrico Sideri, Stef Tijs: Balanced games arising from infinite linear models. 385-397
• 
  Andrzej S. Nowak: Optimal strategies in a class of zero-sum ergodic stochastic games. 399-419
• 
  Arie Hordijk, Alexander Yushkevich: Blackwell optimality in the class of all policies in Markov decision chains with a Borel state space and unbounded rewards. 421-448
• 
  Dimitrios G. Pandelis, Demosthenis Teneketzis: On the optimality of the Gittins index rule for multi-armed bandits with multiple plays. 449-461
• 
  Lukasz Stettner: Risk sensitive portfolio optimization. 463-474
• 
  Robert J. Elliott, Monique Jeanblanc: Incomplete markets with jumps and informed agents. 475-492
• 
  Ralf Korn: Some applications of impulse control in mathematical finance. 493-518

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