[Review of] Hyung-Chan Kim, ed. Dictionary of Asian American History

A result of the collaboration of several dozen specialists, this new reference work provides a wealth of information about the largest groups of immigrants who went east to settle in the United States: the Chinese, Japanese, Koreans, Indians, Filipinos, Pacific Islanders, and Southeast Asians. It includes brief historical sketches of each of these groups and essays on a number of topics such as Asian-American literature, immigration law, and educational issues that affect Asian Americans. It also includes alphabetically arranged entries on hundreds of topics, a chronology of Asian-American history, and a bibliography

[Review of] Roger Daniels, Sandra C. Taylor, and Harry H. L. Kitano, eds. Japanese Americans: From Relocation to Redress

This collection of previously unpublished essays grew out of a conference in Salt Lake City in 1983 on the incarceration of Japanese Americans during World War II and the issue of redress. It includes essays by the three editors and contributions, some no more than brief notes, by twenty-seven individuals. It also includes a detailed chronology of Japanese-American history and comprehensive bibliographical notes

Nash equilibria for non zero-sum ergodic stochastic differential games

In this paper we consider non zero-sum games where multiple players control the drift of a process, and their payoffs depend on its ergodic behaviour. We establish their connection with systems of Ergodic BSDEs, and prove the existence of a Nash equilibrium under the generalised Isaac's conditions. We also study the case of interacting players of different type

Ergodic BSDEs with jumps and time dependence

In this paper we look at ergodic BSDEs in the case where the forward dynamics are given by the solution to a non-autonomous (time-periodic coefficients) Ornstein-Uhlenbeck SDE with L\'evy noise, taking values in a separable Hilbert space. We establish the existence of a unique bounded solution to an infinite horizon discounted BSDE. We then use the vanishing discount approach, together with coupling techniques, to obtain a Markovian solution to the EBSDE. We also prove uniqueness under certain growth conditions. Applications are then given, in particular to risk-averse ergodic optimal control and power plant evaluation under uncertainty