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1. Continuous-Time Markov Decision Processes: Borel Space Models and General Control Strategies
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Author:
Piunovskiy; Shiryaev, Albert Nikolaevich; Zhang, Yi
Publisher:
Springer International Publishing 2020
Format:
e-book
2. Optimal Stopping and Free-Boundary Problems
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Author:
Peskir, Goran; Shiriiaaev, Al'bert Nikolaevich; Struwe, Michael; Shiryaev, Albert
Publisher:
Birkhäuser Basel 2006
Format:
e-book