1 - A stochastic maximum principle for optimal control of diffusions |
2 - Contolled markov processes and viscosity solutions |
3 - Contrôle impulsionnel et inéquations quasi-variationnelles |
4 - Dynamic programming and stochastic control |
5 - Introduction to stochastic control |
6 - Introduction to stochastic control theory |
8 - Linear estimation and stochastic control |
9 - Nonlinear filtering and stochastic control : proceedings of the 3rd 1981 session of the Centro Internazionale Matematico Estivo (C.I.M.E.) held at Cortona, July 1-10, 1981 |
10 - Numerical methods for stochastic control problems in continuous time |