by Charafeddine Mouzouni
These notes are a transcription of the course ”Equations de HJB et extensions de la théorie classique du contrôle stochastique”, given by P.-L. Lions at the Collège de France in 2016/2017. The course contains a few developments on Bayesian learning, on optimal control of conditioned processes, on interfaces and junction problems, and a seminar on scalar conservation laws which was presented by P.-L. Lions as a part of his course.