1. Balakrishnan, A. V.,Stochastic Differential Systems, I, Lecture Notes in Economics and Mathematical Systems, Vol. 84, Springer-Verlag, Berlin, Germany, 1973.
2. Fleming, W. H.,Optimal Continuous-Parameter Stochastic Control, SIAM Review, Vol. 11, 1969.
3. Fleming, W. H., andNisio, M.,On the Existence of Optimal Stochastic Controls, Journal of Mathematical Mechanics, Vol. 15, No. 5, 1966.
4. Bagchi, A., andOlsder, G. J.,Linear-Quadratic Stochastic Pursuit-Evasion Games, Journal of Applied Mathematics and Optimization (to appear).
5. Ho, Y. C.,On the Minimax Principle and Zero-Sum Stochastic Differential Games, Journal of Optimization Theory and Applications, Vol. 13, No. 3, 1974.