1. Fel’dbaum, A. A., Optimal Control Systems, Academic Press, NY, 1965.
2. Bar-Shalom, Y. & Tse, E., Concepts and methods in stochastic control. In Control and Dynamical Systems, Vol. 12, ed. C. T. Leondes, Academic Press, NY, 1976, pp. 99–172.
3. Sorenson, H. W., An Overview of filtering and stochastic control. In Control and Dynamical Systems, Vol. 12, ed. C. T. Leondes, Academic Press, NY, 1976, pp. 1–61.
4. Maybeck, P. S., Stochastic Models, Estimation, and Control, Vol. 3. Academic Press, NY, 1982.
5. Whittle, P., Optimization over Time: Dynamic Programming and Stochastic Control, John Wiley, Chichester, 1982.