Stochastic Optimal Control: The Discrete-Time Case. Bertsekas, D. & Shreve, S. E. Athena Scientific, 2007. bibtex @book{Bertsekas+Shreve:2007,
title = "Stochastic Optimal Control: The Discrete-Time Case",
author = "Dimitri Bertsekas and Steven E. Shreve",
year = "2007",
publisher = athena,
_address = athena-ad
}
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