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Optimal Control of Some Markov Processes with Applications to Batch Queueing and Continuous Review Inventory Systems
Weiss, Howard J., (1976)
Optimal Consumption and Exploration of Nonrenewable Resources Under Uncertainty
Deshmukh, S. D., (1978)
Martingales and Stochastic Integrals in the Theory of Continous Trading
Harrison, J. Michael, (1981)