Differentiation of measures related to stochastic processes
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
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
On one-dimensional Markov SDEs
A partially observed inventory problem
Stochastic control with tracking of exogenous parameters
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
Nisio semi-group associated to the control of Markov processes
Between the chapters: An editor's note