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Stochastic optimal control. The discrete time case. (Stokhasticheskoe optimal’noe upravlenie. Sluchaj diskretnogo vremeni). Transl. from the English by V. I. Lutkov and V. A. Khavanskov. (Russian) Zbl 0633.93001

Moskva: “Nauka”. Glavnaya Redaktsiya Fiziko-Matematicheskoj Literatury. 279 p. (1985).
For a review of the English original (1978), see Zbl 0471.93002.

MSC:

93-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory
93C55 Discrete-time control/observation systems
93E20 Optimal stochastic control

Citations:

Zbl 0471.93002