1 - Approximation and weak convergence methods for random processes, with applications to stochastic systems theory |
2 - Introduction to stochastic control |
3 - Numerical methods for stochastic control problems in continuous time |
4 - Probability methods for approximations in stochastic control and for elliptic equations |
5 - Stochastic approximation methods for constrained and unconstrained systems |
6 - Stochastic stability and control |
7 - Weak convergence methods and singularly perturbed stochastic control and filtering problems |