1. M. Bardi and I. Capuzzo Dolcetta, Optimal Control and Viscosity Solutions of Hamilton–Jacobi-Bellman Equations. Birkhäuser (1997).
2. T. Basar and G.J. Olsder, Dynamic Noncooperative Game Theory. Academic Press, London, 2nd edition (1995).
3. Brace A., Gatarek D. and Musiela M., The market model of interest rate dynamics.Math. Finance7(1997) 127–147.
4. A. Bressan and B. Piccoli, Introduction to the Mathematical Theory of Control.AIMS Ser. Appl. Math.Springfield Mo. (2007).
5. D. Brigo and F. Mercurio, Interest Rate Models - Theory and Practice with Smile, Inflation and Credit. Springer, Berlin, 2nd edition (2006).