The non linear filtering equations
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
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
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
Control problems in traffic dynamics
Traffic flow models identification: A case study
The multilevel approach to the solution of optimal control problems
Conclusions and future developments