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Bibliography
Fleming W.H.: Duality and a Priori Estimates in Markovian Optimization Problems, J. of Math. Analysis and Appl. 16, 254–279 (1966).
Mandl P.: On the Adaptive Control of Finite State Markov Processes. Submitted for publication in Z. für Wahrscheinlichkeitstheorie u. verw. G.
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© 1972 Springer-Verlag
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Mandl, P. (1972). An application of itô's formula to stochastic control systems. In: Stability of Stochastic Dynamical Systems. Lecture Notes in Mathematics, vol 294. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0064930
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DOI: https://doi.org/10.1007/BFb0064930
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