Stochastic Controls Jiongmin Yong, Xun Yu Zhou E-Book (pdf)

Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions Jingrui Sun, Jiongmin Yong E-Book (pdf)

Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems Jingrui Sun, Jiongmin Yong E-Book (pdf)