Title: Introduction to Stochastic Control Theory, Author: Karl J. Åström
Title: Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition, Author: Frank L. Lewis
Title: Stochastic Control in Discrete and Continuous Time, Author: Atle Seierstad
Title: Self-Learning Control of Finite Markov Chains, Author: A.S. Poznyak