Filtering and Control of Random Processes

Proceedings of the E.N.S.T.-C.N.E.T. Colloquium Paris, France, February 23–24, 1983

Projective Markov processes.
On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation.
Some comments on control and estimation problems for diffusions in bounded regions.
The separation principle for partially observed linear control systems: A general framework.
Approximations for discrete-time partially observable stochastic control problems.
Nonexistence of finite dimensional filters for conditional statistics of the cubic sensor problem.
An extension of the prophet inequality.
Martingale representation and nonlinear filtering equation for distribution-valued processes.
Jeu de Dynkin avec cout dependant d'une strategie continue.
Optimal control of reflected diffusion processes.
On a formula relating the Shannon information to the fisher information for the filtering problem.
Optimal stopping of bi-Markov processes.
Equations du lissage non lineaire.
Approximation of nonlinear filtering problems and order of convergence.
On the weak finite stochastic realization problem.
Controle lineaire sous contrainte avec observation partielle.
Quelques remarques sur les semimartingales gaussiennes et le probleme de l'innovation.
Sur les proprietes markoviennes du processus de filtrage.
Efficient numerical schemes for the approximation of expectations of functionals of the solution of a S. D. E., and applications.
Distributions-valued semimartingales and applications to control and filtering.