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....Pages 1-12
On the stochastic maximum principle for infinite dimensional equations and application to the control of Zakai equation....Pages 13-23
Some comments on control and estimation problems for diffusions in bounded regions....Pages 24-35
The separation principle for partially observed linear control systems: A general framework....Pages 36-60
Approximations for discrete-time partially observable stochastic control problems....Pages 61-75
Nonexistence of finite dimensional filters for conditional statistics of the cubic sensor problem....Pages 76-103
An extension of the prophet inequality....Pages 104-110
Martingale representation and nonlinear filtering equation for distribution-valued processes....Pages 111-137
Jeu de Dynkin avec cout dependant d\'une strategie continue....Pages 138-156
Optimal control of reflected diffusion processes....Pages 157-163
On a formula relating the Shannon information to the fisher information for the filtering problem....Pages 164-171
Optimal stopping of bi-Markov processes....Pages 172-205
Equations du lissage non lineaire....Pages 206-218
Approximation of nonlinear filtering problems and order of convergence....Pages 219-236
On the weak finite stochastic realization problem....Pages 237-242
Controle lineaire sous contrainte avec observation partielle....Pages 243-259
Quelques remarques sur les semimartingales gaussiennes et le probleme de l\'innovation....Pages 260-276
Sur les proprietes markoviennes du processus de filtrage....Pages 277-293
Efficient numerical schemes for the approximation of expectations of functionals of the solution of a S.D.E., and applications....Pages 294-313
Distributions-valued semimartingales and applications to control and filtering....Pages 314-325