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      Cover image for Stochastic optimal control : the discrete time case
      1. 
      Stochastic optimal control : the discrete time case
      by 
      Bertsekas, Dimitri P.
      ScienceDirect http://www.sciencedirect.com/science/book/9780120932603
      ScienceDirect http://www.sciencedirect.com/science/publication?issn=00765392&volume=139
      Format: 
      Excerpt: 
      MATHEMATICS -- Linear & Nonlinear Programming.
      Cover image for The art and theory of dynamic programming
      2. 
      The art and theory of dynamic programming
      by 
      Dreyfus, Stuart E.
      ScienceDirect http://www.sciencedirect.com/science/book/9780122218606
      ScienceDirect http://www.sciencedirect.com/science/publication?issn=00765392&volume=130
      Format: 
      Excerpt: 
      MATHEMATICS -- Linear & Nonlinear Programming.
      Cover image for Dynamic programming and stochastic control
      3. 
      Cover image for Introduction to stochastic dynamic programming
      4. 
      Introduction to stochastic dynamic programming
      by 
      Ross, Sheldon M.
      ScienceDirect https://www.sciencedirect.com/science/book/9780125984201
      Format: 
      Excerpt: 
      Successive Approximations; 4. Policy Improvement; 5. Solution by Linear Programming.
      Cover image for Dynamic programming and its application to optimal control
      5. 
      Dynamic programming and its application to optimal control
      by 
      Boudarel, R. (René)
      ScienceDirect https://www.sciencedirect.com/science/book/9780121189501
      ScienceDirect https://www.sciencedirect.com/science/bookseries/00765392/81
      ScienceDirect https://www.sciencedirect.com/science/publication?issn=00765392&volume=81
      Format: 
      Excerpt: 
      -- pt. III. Numerical synthesis of the optimal controller for a linear process. General discussion of
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