Controllability of stochastic systems
An introduction to the stochastic calculus of variations
Separation theorem for optimal impulse control with discontinuous observations
On one-dimensional Markov SDEs
A partially observed inventory problem
Stochastic control with tracking of exogenous parameters
On the control of jump processes
Duality theory for some stochastic control models
Optimal controls for partially observed stochastic systems using nonstandard analysis
Solving the Zakai equation by ito's Method
Optimal control based on observations on the boundary
On strong solutions of stohastic equations with respect to semimartingales
A control problem in a manifold with nonsmooth boundary
First passage times in stochastic models of physical systems and in filtering theory
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 problems in sequential analysis
On impulsive control with long run average cost criterion