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Title: Numerical Methods for Stochastic Control Problems in Continuous Time, Author: Harold Kushner
Title: Sequential Stochastic Optimization, Author: R. Cairoli
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Title: Stochastic Control in Discrete and Continuous Time, Author: Atle Seierstad
Title: Stochastic Control of Hereditary Systems and Applications, Author: Mou-Hsiung Chang
Title: Self-Learning Control of Finite Markov Chains, Author: A.S. Poznyak

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