The principal investigator will work a variety of problems dealing with the control of nonlinear systems. In particular, the large time behavior of the filtering diffusion, the uniqueness of viscosity solutions of Bellman's equation, and adaptive control treated as a Bayesian problem will be considered. Control theory deals with the theoretical aspects of understanding how complex systems learn about its environment, process the information to reduce uncertainty, plan, generate and execute control actions. It has played a major role in many areas of science and engineering.