R. Bellman: Dynamic programming. Princeton 1957. MR 0090477 | Zbl 0995.90618

R. Bellman S. Dreyfus: Applied dynamic programming. Princeton 1962. MR 0140369

W. Feller: An introduction to probability theory and its applications. New York, London 1957. Zbl 0077.12201

Ф. P. Гантмахер: Теория матриц. Москва 1966. Zbl 1155.78304

T. E. Harris: The theory of branching processes. Berlin, Göttingen, Heidelberg 1963. MR 0163361 | Zbl 0117.13002

R. A. Howard: Dynamic programming and Markov processes. New York, London 1960. MR 0118514 | Zbl 0091.16001

Kai Lai Chung: Markov chains with stationary transition probabilities. Berlin, Göttingen, Heidelberg 1960. MR 0116388

J. G. Kemeny J. L. Snell: Finite Markov chains. Princeton 1960. MR 0115196

T. A. Сарымсаков: Основы теории процессов Маркова. Москва 1954. Zbl 0995.90535

K. J. Åström: Optimal control of Markov processes with incomplete state information. J. of Math. Analysis and Appl. 10 (1965), 174-204. MR 0173570

R. Bellman: A Markovian decision process. J. of Math. and Mech. 6 (1957), 679-684. MR 0091859 | Zbl 0078.34101

D. Blackwell: Discrete dynamic programming. AMS 33 (1962), 719-726. MR 0149965 | Zbl 0133.12906

D. Blackwell: Memoryless strategies in finite stage dynamic programming. AMS 35 (1964), 863-865. MR 0162642 | Zbl 0127.36406

D. Blackwell: Discounted dynamic programming. AMS 36 (1965), 226-235. MR 0173536 | Zbl 0133.42805

C. Derman: Stable sequential control rules and Markov chains. J. of Math. Analysis and Appl. 6 (1963), 257-265. MR 0152019 | Zbl 0129.30703

C. Derman: Markovian sequential decision processes. Proc. of Symp. on Applied Math. XVI. Providence 1964, 281-289. MR 0184377 | Zbl 0203.17801

C. Derman: On sequential control processes. AMS 35 (1964), 341-349. MR 0162684 | Zbl 0142.14402

C. Derman: Markovian sequential control processes with denumerable state space. J. of Math. Analysis and Appl. 10 (1965), 295-301. MR 0173588

C. Derman: Denumerable state Markovian decision processes. Average cost criterion. AMS 37 (1966), 1545-1553. MR 0207138 | Zbl 0144.43102

C. Derman G. J. Lieberman: A Markovian decision model for a joint replacement and stocking problem. Management Sc. 13 (1967), 609-617.

C. Derman R. E. Strauch: A note on memoryless rules for controlling sequential control processes. AMS 37 (1966), 276-278. MR 0184778

E. Б. Дынкин: Упpaвляeмыe cлyчaйныe пocлeдoвaтeльнocти. TBП X (1965), 3-18.

J. H. Eaton L. A. Zadeh: Optimal pursuit strategies in discrete state probabilistic systems. Transactions of ASME Ser. D, J. of Basic Engineering 84 (1961), 23-29. MR 0153510

H. Hatori: On Markov chains with rewards. Kodai math. seminar reports 18 (1966), 184-192. MR 0205325 | Zbl 0139.34504

H. Hatori: On continuous-time Markov processes with rewards I. Tamtéž 212-218. Zbl 0147.16403

H. Hatori T. Mori: On continuous-time Markov processes with rewards II. Tamtéž 353-356. MR 0205327

R. A. Howard: Research in semi-Markovian decision structures. J. of Operations Res. Soc. of Japan 6 (1964), 163-199. MR 0172699

R. A. Howard: System analysis of semi-Markov processes. IEEE Transactions, Milit. Electron. 8 (1964), 114-124.

R. A. Howard: Dynamic inference. Operations Res. 13 (1965), 712-733. MR 0187358 | Zbl 0137.39002

M. Iosifescu P. Mandl: Application des systèmes à liaisons complètes à un problème de réglage. Rev. roum. Math. pures et appl. XI (1966), 533-539. MR 0231461

W. S. Jewell: Markov renewal programming I, II. Operations Res. 11 (1963), 938-971. MR 0163374

Z. Koutský: O jedné úloze optimálního rozhodování v markovských procesech. Ekon. matem. obzor 1 (1965), 370-382.

H. B. Крылов: Пocтpoeниe oптимaльнoй cтpaтeгии для кoнeчнoй yпpaвляeмoй цeпи. TBП X (1965), 51-60.

A. Maitra: Dynamic programming for countable state systems. Sankhyã A 27 (1965), 241-248. MR 0200080 | Zbl 0171.40805

P. Mandl: An iterative method for maximizing the characteristic root of positive matrices. Rev. roum. Math. pures et appl. XII (1967), 1305-1310. MR 0238481 | Zbl 0189.03003

И. B. Poмaнoвcкий: Cyщecтвoвaниe oптимaльнoгo cтaциoнapнoгo yпpaвлeния в мapкoвcкoм пpoцecce peшeния. TBП X (1965), 130-133.

B. B. Pыкoв: Упpaвляeмыe мapкoвcкиe пpoцeccы c кoнeчными пpocтpaнcтвaми cocтoяний и yпpaвлeний. TBП XI (1966), 343-351.

R. E. Strauch: Negative dynamic programming. AMS 37 (1966), 871-890. MR 0194243 | Zbl 0144.43201

A. H. Шиpяeв: K тeopии peшaющиx фyҥкций и yпpaвлeнию пpoцeccoм нaблюдeния пo нeпoльным дaнным. Transactions of the Third Prague Conference on Information Theory etc., Prague 1964, 657-682.

A. H. Шиpяeв: Пocлeдoвaтeльный aнaлиз и yпpaвляeмыe cлyчaйныe пpoцeccы (диcкpeтнoe вpeмя). Kибepнeтикa (1965), 1-24.

A. H. Шиpяeв: Heкoтopыe нoвыe peзyльтaты в тeopии yпpaвляeмыx cлyчaйныx пpoцeccoв. Transactions of the Fourth Prague Conference on Information Theory etc., Prague 1967, 131-203.

O. B. Bиcкoв A. H. Шиpяeв: Oб yпpaвлeнияx пpивoдящиx к oптимaльным cтaциoнapным peжимaм. Tpyды мaтeм. инcт. им. B. A. Cтeклoвa LXXI, Mocквa 1964, 35-45.

P. Wolfe G. B. Dantzig: Linear programming in a Markov chain. Operations Res. 10 (1962), 702-710. MR 0144788