1. Bäuerle, N., Glauner, A.: Distributionally robust Markov decision processes and their connection to risk measures. arXiv:2007.13103 (2020)
2. Bäuerle, N., Rieder, U.: Markov Decision Processes with Applications to Finance. Springer, Heidelberg (2011)
3. Bellman, R.: Dynamic Programming. Princeton University Press, Princeton (1957)
4. Bellman, R.: Dynamic Programming. Dover Publications, Mineola (2003)
5. Bertsekas, D., Tsitsiklis, J.N.: Neuro-Dynamic Programming. Athena Scientific, Belmont (1996)