1. B.D.O. Anderson, J.B. Moore, Optimal Control: Linear Quadratic Methods, Prentice-Hall, Englewood Cliffs, NJ, 1989.
2. Closed-loop control of systems over a communications network with queues;Chan;Internat. J. Control,1995
3. Theory of Markov Processes;Dynkin,1961
4. An Introduction to Probability Theory and Its Applications, vol. 1;Feller,1957
5. I.I. Gikhman, A.B. Skorohod, Stochastic Differential Equations, Naukova Dumka, Kiev, 1968 (in Russian).