Modeling, Stochastic Control, Optimization, and Applications

Uniform Polynomial Rates of Convergence for A Class of Levy-Driven Controlled SDEs Arising in Multiclass Many-Server Queues.- Nudged Particle Filters in Multiscale Chaotic Systems.- Postponing Collapse: Ergodic Control with a Probabilistic Constraint.- Resource Sharing Networks and Brownian Control Problems.- American Option Model and Negative Fichera Function on Degenerate Boundary.- Continuous-Time Markov Chain and Regime Switching Approximations.- Numerical Approximations for Discounted Continuous Time Markov Decision Processes.- Some Linear-Quadratic Stochastic Dierential Games Driven by State Dependent Gauss-Volterra Processes.- Correlated Equilibria for Infinite Horizon Nonzero-Sum Stochastic Differential Games.- Lattice Dynamical Systems in the Biological Sciences.- Balancing Prevention and Suppression of Forest Fires with Fuel Management as a Stock.- A Free-Model Characterization of the Asymptotic Certainty Equivalent by the Arrow-Pratt Index.- Binary Mean Field Stochastic Games: Stationary Equilibria and Comparative Statics Queues.- Equivalence of Fluid Models for Gt=GI=N + GI Queues.- Stochastic HJB Equations and Regular Singular Points.- Information Diusion in Social Networks: Friendship Paradox based Models and Statistical Inference.- Portfolio Optimization Using Regime-Switching Stochastic Interest Rate and Stochastic Volatility Models.- On Optimal Stopping and Impulse Control with Constraint.- Linear-Quadratic McKean-Vlasov Stochastic Differential Games.- Stochastic Multigroup Epidemic Models: Duration and Final Size.- H2 Dynamic Output Feedback Control for Hidden Markov Jump Linear Systems.- Time-Inconsistent Optimal Control Problems and Related Issues.- Regime-Switching Jump Diusions with Non-Lipschitz Coecients and Countably Many Switching States: Existence and Uniqueness, Feller, and Strong Feller Properties.