Sur l'arret optimal de processus a deux indices reels
A class of singular stochastic control problems
Optimal control of partially observed diffusions via the separation principle
Optimal control based on observations on the boundary
On strong solutions of stohastic equations with respect to semimartingales
Some problems in sequential analysis
On impulsive control with long run average cost criterion
Simple and efficient linear and nonlinear filters by regular perturbation methods
Some recent results on the control of partially observable stochastic systems
On perturbation methods in stochastic control
Adaptive stochastic filtering problems — The continuous time case
The non linear filtering equations
Differentiation of measures related to stochastic processes
An introduction to the stochastic calculus of variations
Separation theorem for optimal impulse control with discontinuous observations
Control problems in traffic dynamics
Traffic flow models identification: A case study
The multilevel approach to the solution of optimal control problems
Traffic flow models: A critical survey