Title: Rational Matrix Equations in Stochastic Control, Author: Tobias Damm
Title: Stochastic Control of Partially Observable Systems, Author: Alain Bensoussan
Title: Controlled Markov Processes and Viscosity Solutions, Author: Wendell H. Fleming
Title: Stochastic Control of Hereditary Systems and Applications, Author: Mou-Hsiung Chang
Title: Stochastic Control in Discrete and Continuous Time, Author: Atle Seierstad
Title: Numerical Methods for Stochastic Control Problems in Continuous Time / Edition 2, Author: Harold Kushner
Title: Self-Learning Control of Finite Markov Chains / Edition 1, Author: A.S. Poznyak