1. Extrapolation, interpolation and smoothing of stationary time series;Wiener,1949
2. New results in linear filtering and prediction theory;Bucy;Transactions of the ASME. Series D, Journal of Basic Engineering,1961
3. The mathematical theory of optimal processes;Pontryagin,1962
4. Dynamic programming;Bellman,1957
5. Introduction to stochastic control theory;Åström,1970