Volume 51, Number 1, February 2000
Michael I. Taksar:
Optimal risk and dividend distribution control models for an insurance company. 1-42
Abel Cadenillas:
Consumption-investment problems with transaction costs: Survey and open problems. 43-68
Volume 51, Number 2, April 2000
Walter Gómez Bofill:
On a generic class of regular one-parametric variational inequalities. 179-201
Ger Koole:
Stochastic scheduling with event-based dynamic programming. 249-261
Samuli Aalto:
Optimal control of batch service queues with finite service capacity and linear holding costs. 263-285
Huyên Pham:
On quadratic hedging in continuous time. 315-339
Volume 51, Number 3, August 2000
Jan Kallsen:
Optimal portfolios for exponential Lévy processes. 357-374
Manfred Schäl:
Price systems constructed by optimal dynamic portfolios. 375-397
X. X. Huang:
Equivalents of a general approximate variational principle for set-valued maps and application to efficiency. 433-442
Wei Liu,
Xunhua Gong:
Proper efficiency for set-valued vector optimization problems and vector variational inequalities. 443-457
Liping Zhang,
Yanlian Lai:
A superlinearly convergent Newton-like algorithm for variational inequality problems with inequality constraints. 459-470