1. A user's guide for DUAL, a program for quadratic linear stochastic control problems, version 3.0;Amman,1990
2. Dynamic Programming;Bellman,1957
3. Some solvable stochastic control problems;Benes;Stochastics,1980
4. Stochastic Control by Functional Analysis Methods;Bensoussan,1982
5. Application des Inequations Variationnelles en Controle Stochastique;Bensoussan,1978