Volume 54, Number 1, October 2001

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  Anna Jaskiewicz: An approximation approach to ergodic semi-Markov control processes. 1-19
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  Eric Thiémard: Optimal volume subintervals with k points and star discrepancy via integer programming. 21-45
• 
  Emilio Carrizosa: An optimal bound for d.c. programs with convex constraints. 47-51
• 
  Peter Recht: Identifying non-active restrictions in convex quadratic programming. 53-61
• 
  Rolando Cavazos-Cadena: Adaptive control of average Markov decision chains under the Lyapunov stability condition. 63-99
• 
  N. Tsantas: Ergodic behavior of a Markov chain model in a stochastic environment. 101-117
• 
  Martin Dufwenberg, Henk Norde, Hans Reijnierse, Stef Tijs: The consistency principle for set-valued solutions and a new direction for normative game theory. 119-131
• 
  Sergio Albeverio, Lan-Jun Lao, Xue-Lei Zhao: On-line portfolio selection strategy with prediction in the presence of transaction costs. 133-161

Volume 54, Number 2, December 2001

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  Marco Locatelli: Convergence and first hitting time of simulated annealing algorithms for continuous global optimization. 171-199
• 
  Mei Yu, Shouyang Wang, Wan-Tao Fu, Wei-Sheng Xiao: On the existence and connectedness of solution sets of vector variational inequalities. 201-215
• 
  Igor V. Evstigneev, Michael I. Taksar: Convex stochastic optimization for random fields on graphs: A method of constructing Lagrange multipliers. 217-237
• 
  Yan Gao: Newton methods for solving nonsmooth equations via a new subdifferential. 239-257
• 
  Tyrone E. Duncan, Bozenna Pasik-Duncan, Lukasz Stettner: Average cost per unit time control of stochastic manufacturing systems: Revisited. 259-278
• 
  Mohammed Abbad, Khalid Rahhali: Semi-infinite discounted Markov decision processes: Policy improvement and singular perturbations. 279-290
• 
  Anna Jaskiewicz, Andrzej S. Nowak: On the optimality equation for zero-sum ergodic stochastic games. 291-301
• 
  Rodica Branzei, Stef Tijs, Judith Timmer: Information collecting situations and bi-monotonic allocation schemes. 303-313
• 
  Luis H. R. Alvarez: Reward functionals, salvage values, and optimal stopping. 315-337

Volume 54, Number 3, December 2001

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  Roberto Andreani, José Mario Martínez: On the solution of mathematical programming problems with equilibrium constraints. 345-358
• 
  Encarnación Algaba Durán, Jesús Mario Bilbao, P. Borm, J. J. López: The Myerson value for union stable structures. 359-371
• 
  Justo Puerto, Ignacio García-Jurado, Francisco R. Fernández: On the core of a class of location games. 373-385
• 
  Michael Brock, Jørgen Tind: Dynamic productivity improvement in a model with multiple processes. 387-393
• 
  Patrick S. Chen: The impact of time-varying demand and production rates on determining inventory policy. 395-405
• 
  Fabio Antonelli, Emilio Barucci, Maria Elvira Mancino: A comparison result for FBSDE with applications to decisions theory. 407-423
• 
  Frank Heyde, Wilfried Grecksch, Christiane Tammer: Exploitation of necessary and sufficient conditions for suboptimal solutions of multiobjective stochastic control problems. 425-438
• 
  Rangcheng Jia, Yuanyao Ding, Shaoxiang Tang: The discounted multi-objective Markov decision model with incomplete state observations: lexicographically order criteria. 439-443
• 
  Kazuyoshi Wakuta: A multi-objective shortest path problem. 445-454
• 
  Masayuki Horiguchi: Stopped Markov decision processes with multiple constraints. 455-469
• 
  Jau-Chuan Ke: The control policy of an M[x]/G/1 queueing system with server startup and two vacation types. 471-490
• 
  Nadine Hilgert, J. Adolfo Minjárez-Sosa: Adaptive policies for time-varying stochastic systems under discounted criterion. 491-505

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