Includes bibliographical references.

Nonlinear and Stochastic Stability Problems in Gated Radar Range Trackers ---
E. H. Abed, R. E. Gover, A. J. Goldberg, S. I. Wolk

Asymptotic Properties and Associated Control Problems of Discrete-Time Singularly Perturbed Markov Chains ---
G. Badowski, G. Yin, Q. Zhang

Feedback Designs in Information-Based Control ---
J. Baillieul

Ergodic Control Bellman Equation with Neumann Boundary Conditions ---
Alain Bensoussan, Jens Frehse

Regime Switching and European Options ---
John Buffington, Robert J. Elliott

Equivalence of Two Kinds of Stability for Multi-dimensional ARMA Systems ---
Xianbing Cao, Han-Fu Chen

System Identification and Time Series Analysis: Past, Present, and Future ---
Manfred Deistler

Max-Plus Stochastic Control ---
Wendell H. Fleming

An Optimal Consumption-Investment Problem for Factor-Dependent Models ---
Wendell H. Fleming, Daniel Hernández-Hernández

Adaptation of a Real-Time Seizure Detection Algorithm ---
Mark G. Frei, Shane M. Haas, Ivan Osorio

Randomization Methods in Optimization and Adaptive Control ---
László Gerencsér, Zsuzsanna Vágó, H. Hjalmarsson

Capacity of the Multiple-Input, Multiple-Output Poisson Channel ---
Shane M. Haas, Jeffrey H. Shapiro

Stochastic Analysis of Jump-Diffusions for Financial Log-Return Processes ---
Floyd B. Hanson, John J. Westman

Numerical Methods for Optimal Stopping Using Linear and Non-linear Programming ---
Kurt Helmes

The ODE Method and Spectral Theory of Markov Operators---
Jianyi Huang, Ioannis Kontoyiannis, Sean P. Meyn

Sign-Regressor Adaptive Filtering Algorithms Using Averaged Iterates and Observations ---
C. Ion, G. Yin, V. Krishnamurthy

Kalman-Type Filters Approach for Some Nonparametric Estimation Problems ---
R. Khasminskii

Detection and Estimation in Stochastic Systems with Time-Varying Parameters ---
Tze Leung Lai

Asymptotic Normality in Partially Observed Diffusions with Small Noise: Application to FDI ---
François LeGland, Bo Wang

Stochastic Lagrangian Adaptive LQG Control ---
David Levanony, Peter E. Caines

Optimal Control of Linear Backward Stochastic Differential Equations with a Quadratic Cost Criterion ---
Andrew E. B. Lim, Xun Yu Zhou

Hilbert Spaces Induced by Toeplitz Covariance Kernels ---
Mihaela T. Matache, Valentin Matache

Error Analysis of a Max-Plus Algorithm for a First-Order HJB Equation ---
William M. McEneaney

Optimal Strategies for Ergodic Control Problems Arising from Portfolio Optimization ---
Hideo Nagai

Finite Horizon Full-State Feedback kCC Control in Civil Structures Protection ---
Khanh D. Pham, Michael K. Sain, Stanley R. Liberty

Robust Stochastic Maximum Principle: A Measured Space as Uncertainty Set ---
Alex S. Poznyak

On Optimality of Stochastic N-Machine Flowshop with Long-Run Average Cost ---
Ernst Presman, Suresh P. Sethi, Hanqin Zhang, Qing Zhang

A Risk-Sensitive Generalization of Maximum APosterior Probability (MAP) Estimation ---
Vahid Reza Ramezani, Steven I. Marcus

Bayesian Adaptive Control of Discrete Time Partially Observed Markov Processes ---
L. Stettner

Portfolio Optimization in Markets Having Stochastic Rates ---
Richard H. Stockbridge

Moment Problems Related to the Solutions of Stochastic Differential Equations ---
Jordan Stoyanov

L -Transform, Normal Functionals, and Lévy Laplacian in Poisson Noise Analysis ---
Allanus H. Tsoi

Probabilistic Rate Compartment Cancer Model: Alternate versus Traditional Chemotherapy Scheduling ---
John J. Westman, Bruce R. Fabijonas, Daniel L. Kern, Floyd B. Hanson

Finite-Dimensional Filters with Nonlinear Drift. XII: Linear and Constant Structure of Wong-Matrix ---
Xi Wu, Stephen S. -T. Yau, Guo-Qing Hu

The Stability Game ---
Kwan-Ho You, E. Bruce Lee

Bayes Estimation via Filtering Equation for O-U Process with Discrete Noises: Application to the Micro-Movement of Stock Prices ---
Yong Zeng, Laurie C. Scott

Hybrid Filtering ---
Q. Zhang