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Controlled stochastic processes
Gichman, Iosif I., (1979)
Controlled Markov processes
Dynkin, Evgenij B., (1979)
Stochastic digital control system techniques
Leondes, Cornelius T., (1996)
An effective numerical method for controlled routing in large trunk line networks
Kushner, Harold J., (1995)
Numerical methods for stochastic control problems in continuous time
Kushner, Harold J., (2001)
Heavy traffic analysis of AIMD models
Altman, Eitan, (2006)