, Gradient flows in metric spaces and in the space of probability measures, Lectures in Mathematics ETH Zürich. Birkhäuser Verlag, 2008.
, Fundamentals of stochastic filtering, volume 60 of Stochastic Modelling and Applied Probability, 2009.
, Optimal control of Piecewise Deterministic Markov Processes: a BSDE representation of the value function, ESAIM: Control, Optimisation and Calculus of Variations, 2015.
DOI : 10.1051/cocv/2017006
, Randomization method and backward SDEs for optimal control of partially observed path-dependent stochastic systems, 2016.
URL : https://hal.archives-ouvertes.fr/hal-01235335
, Constrained BSDEs representation of the value function in optimal control of pure jump Markov processes, Stochastic Processes and their Applications, vol.127, issue.5, 2016.
DOI : 10.1016/j.spa.2016.08.005
, Stochastic control of partially observable systems, 1992.
DOI : 10.1017/CBO9780511526503
, On the interpretation of the Master Equation, Stochastic Processes and their Applications
DOI : 10.1016/j.spa.2016.10.004
, Stochastic optimal control The discrete time case, Mathematics in Science and Engineering, vol.139, 1978.
, Linear Quadratic Optimal Stochastic Control with Random Coefficients, SIAM Journal on Control and Optimization, vol.14, issue.3, pp.419-444, 1976.
DOI : 10.1137/0314028
, Probability theory. Universitext, 1995.
, A stochastic target formulation for optimal switching problems in finite horizon, Stochastics An International Journal of Probability and Stochastic Processes, vol.45, issue.2, pp.171-197, 2009.
DOI : 10.1080/10451120412331303150
URL : https://hal.archives-ouvertes.fr/hal-00090377
, Mean-field stochastic differential equations and associated PDEs, The Annals of Probability, vol.45, issue.2, 2014.
DOI : 10.1214/15-AOP1076
, Notes on mean field games, 2012.
, The Master Equation for Large Population Equilibriums, Stochastic analysis and applications 2014, pp.77-128, 2014.
DOI : 10.1007/978-3-319-11292-3_4
URL : https://hal.archives-ouvertes.fr/hal-00979789
, A probabilistic approach to classical solutions of the master equation for large population equilibria, 2015.
URL : https://hal.archives-ouvertes.fr/hal-01144845
, Backward SDE representation for stochastic control problems with nondominated controlled intensity, The Annals of Applied Probability, vol.26, issue.2, pp.1208-1259, 2016.
DOI : 10.1214/15-AAP1115
, Long time asymptotics for fully nonlinear Bellman equations: A backward SDE approach, Stochastic Processes and their Applications, vol.126, issue.7, pp.1932-1973, 2016.
DOI : 10.1016/j.spa.2015.12.009
URL : https://hal.archives-ouvertes.fr/hal-01071396
, BSDEs with diffusion constraint and viscous Hamilton-Jacobi equations with unbounded data, 2015.
URL : https://hal.archives-ouvertes.fr/hal-01154898
, Measure Theory, 1994.
DOI : 10.1007/978-1-4612-0877-8
, Adding constraints to BSDEs with jumps: an alternative to multidimensional reflections, ESAIM: Probability and Statistics, vol.18, pp.233-250, 2014.
DOI : 10.1051/ps/2013036
URL : https://hal.archives-ouvertes.fr/hal-01103771
, Stochastic optimal control in infinite dimensions: Dynamic programming and HJB equations, with Chapter, 22] F. Gozzi and A. ´ Swi ' ech. Hamilton-Jacobi-Bellman equations for the optimal control of the, 2015.
, Semimartingale theory and stochastic calculus, Kexue Chubanshe, 1992.
, Calcul stochastique etprobì emes de martingales, Lecture Notes in Mathematics, vol.714, 1979.
, Backward SDEs with constrained jumps and quasi-variational inequalities, The Annals of Probability, vol.38, issue.2, pp.794-840, 2010.
DOI : 10.1214/09-AOP496
URL : https://hal.archives-ouvertes.fr/hal-00485312
, Feynman???Kac representation for Hamilton???Jacobi???Bellman IPDE, The Annals of Probability, vol.43, issue.4, pp.1823-1865, 2015.
DOI : 10.1214/14-AOP920
URL : https://hal.archives-ouvertes.fr/hal-01172290
, Viscosity solutions of fully nonlinear second order equations and optimal stochastic control in infinite dimensions. Part II: Optimal control of Zakai's equation, Stochastic partial differential equations and applications, pp.147-170, 1989.
DOI : 10.1214/aop/1176991887
, Cours aucolì ege de france: Théorie des jeuxàjeuxà champ moyens, 2006.
, Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. Part I: the case of bounded stochastic evolutions, Acta Mathematica, vol.161, issue.0, pp.243-278, 1988.
DOI : 10.1007/BF02392299
, Viscosity solutions of fully nonlinear second-order equations and optimal stochastic control in infinite dimensions. III. Uniqueness of viscosity solutions for general second-order equations, Nonlinear filtering and stochastic control, pp.1-18, 1982.
DOI : 10.1016/0022-1236(89)90062-1
, Continuous Martingales and Brownian Motion, 1999.
, Stochastic evolution systems, volume 35 of Mathematics and its Applications (Soviet Series), Linear theory and applications to nonlinear filtering, 1990.
, The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations, SIAM Journal on Control and Optimization, vol.36, issue.5, pp.1596-1617, 1998.
DOI : 10.1137/S0363012996313100
, Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps, SIAM Journal on Control and Optimization, vol.32, issue.5, pp.1447-1475, 1994.
DOI : 10.1137/S0363012992233858
, Optimal transport, of Grundlehren der Mathematischen Wissenschaften [Fundamental Principles of Mathematical Sciences, 2009.
DOI : 10.1007/978-3-540-71050-9
URL : https://hal.archives-ouvertes.fr/hal-00974787
, Random differential equations in control theory in: Bharucha-reid at (ed) probabilistic methods in applied mathematics, Probabilistic methods in applied mathematics, pp.131-212, 1970.
, Chance and decision, Scuola Normale Superiore di Pisa. Quaderni. [Publications of the Scuola Normale Superiore of Pisa]. Scuola Normale Superiore, 1996.