G. Mazziotto

发表

Approximations of the optimal stopping problem in partial observation

G. Mazziotto, 1986, Journal of Applied Probability.

Approximations of the nonlinear filter by periodic sampling and quantization

G. Mazziotto, H. Korezlioglu, 1984 .

Absolute continuity of the law of an infinite dimensional Wiener functional with respect to the Wiener probability

A. Millet, G. Mazziotto, 1990 .

Approximate impulse control of partially observed systems

G. Mazziotto, 1987 .

Nonlinear filtering equations for two-parameter semimartingales

J. Szpirglas, G. Mazziotto, H. Korezlioglu, 1983 .

Modelization and filtering of discrete systems and discrete approximation of continuous systems

H. Korezlioglu, G. Mazziotto, G. Mazziotto, 1984 .

Filtering for two-parameter doubly stochastic Poisson measure

J. Szpirglas, G. Mazziotto, 1980, Advances in Applied Probability.

On impulse control with partial observation

J. Zabczyk, L. Stettner, J. Szpirglas, 1988 .

Separation principle for impulse control with partial information

J. Szpirglas, G. Mazziotto, 1983 .

Stochastic continuous control of partially observed systems via impulse control problems

G. Mazziotto, Robert Cohen, 1989 .

Stochastic control of two-parameter processes application: the two-armed bandit problem

A. Millet, G. Mazziotto, 1987 .

Two parameter optimal stopping and bi-Markov processes

G. Mazziotto, 1985 .

Filtering and control of random processes : proceedings of the E.N.S.T.-C.N.E.T. colloquium, Paris, France, February 23-24, 1983

J. Szpirglas, G. Mazziotto, H. Korezlioglu, 1984 .

Point processes indexed by directed sets

G. Mazziotto, Ely Merzbach, 1988 .

Regularity and decomposition of two-parameter supermartingales

G. Mazziotto, Ely Merzbach, 1985 .