On one-dimensional Markov SDEs
A partially observed inventory problem
Stochastic control with tracking of exogenous parameters
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
A control problem in a manifold with nonsmooth boundary
First passage times in stochastic models of physical systems and in filtering theory
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
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
Optimal control based on observations on the boundary
On strong solutions of stohastic equations with respect to semimartingales
The multilevel approach to the solution of optimal control problems