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optimization
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keywords:("optimization")
Separation theorem for optimal impulse control with discontinuous observations
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
A result of the iterated logarithm type for a certain class of stochastic processes
A stochastic differential equation for Feller's one-dimensional diffusions
Radon-Nikodym derivatives in case of rational spectral densities
Smoothing of a diffusion process conditionned at final time
Some results on likelihood ratios for two-parameter processes
Inverse problems in stochastic Riemannian geometry
Optimal control based on observations on the boundary
On strong solutions of stohastic equations with respect to semimartingales
Nisio semi-group associated to the control of Markov processes
Between the chapters: An editor's note
On robust approximations in nonlinear filtering
Controllability of stochastic systems
Control problems in traffic dynamics
Traffic flow models identification: A case study
Conclusions and future developments