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Optimization of stochastic systems : topics in discrete-time dynamics
Aoki, Masanao, (1989)
Contemporary quantitative finance : essays in honour of Eckhard Platen
Chiarella, Carl, (2010)
Stochastic optimization in continuous time
Chang, Fwu-ranq, (2004)
On essential information in sequential decision processes
Feinberg, Eugene A., (2005)
Constrained semi-Markov decision processes with average rewards
Feinberg, Eugene A., (1994)
Splitting randomized stationary policies in total-reward Markov decision processes
Feinberg, Eugene A., (2012)