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MR511544 (80d:93081) 93E20
Bertsekas, Dimitri P.; Shreve, Steven E. Stochastic optimal control. The discrete time case. Mathematics in Science and Engineering, 139. Academic Press, Inc. [Harcourt Brace Jovanovich, Publishers], New York-London, 1978. xiii+323 pp. ISBN: 0-12-093260-1
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