Bismut, Jean-Michel Partially observed diffusions and their control. (English) Zbl 0486.93076 SIAM J. Control Optimization 20, 302-309 (1982). MSC: 93E20 60J60 60H05 60H15 93E11 49J55 PDFBibTeX XMLCite \textit{J.-M. Bismut}, SIAM J. Control Optim. 20, 302--309 (1982; Zbl 0486.93076) Full Text: DOI
Bismut, Jean-Michel An approximation method in optimal stochastic control. (English) Zbl 0411.93044 SIAM J. Control Optimization 16, 122-130 (1978). MSC: 93E25 93E20 60J60 PDFBibTeX XMLCite \textit{J.-M. Bismut}, SIAM J. Control Optim. 16, 122--130 (1978; Zbl 0411.93044) Full Text: DOI
Bismut, Jean-Michel Duality methods in the control of densities. (English) Zbl 0393.49013 SIAM J. Control Optimization 16, 771-777 (1978). MSC: 49K45 93E20 49L20 PDFBibTeX XMLCite \textit{J.-M. Bismut}, SIAM J. Control Optim. 16, 771--777 (1978; Zbl 0393.49013) Full Text: DOI
Bismut, Jean-Michel Probability theory methods in zero-sum stochastic games. (English) Zbl 0358.93031 SIAM J. Control Optimization 15, 539-545 (1977). MSC: 91A60 60J60 PDFBibTeX XMLCite \textit{J.-M. Bismut}, SIAM J. Control Optim. 15, 539--545 (1977; Zbl 0358.93031) Full Text: DOI
Bismut, Jean-Michel On optimal control of linear stochastic equations with a linear-quadratic criterion. (English) Zbl 0353.93052 SIAM J. Control Optimization 15, 1-4 (1977). MSC: 93E20 PDFBibTeX XMLCite \textit{J.-M. Bismut}, SIAM J. Control Optim. 15, 1--4 (1977; Zbl 0353.93052) Full Text: DOI
Bismut, Jean-Michel Linear quadratic optimal stochastic control with random coefficients. (English) Zbl 0331.93086 SIAM J. Control Optimization 14, 419-444 (1976). MSC: 93E20 93C05 93C15 49J15 PDFBibTeX XMLCite \textit{J.-M. Bismut}, SIAM J. Control Optim. 14, 419--444 (1976; Zbl 0331.93086) Full Text: DOI