On stochastic extremum problems: Calculus

The Mathematical Theory of Optimal Processes.

E. K. Blum, Pontryagin, Boltyanskii et al. · American Mathematical Monthly · 1963 · 4.3K citations

Natural Sciences, Mathematics, Optimization +13

The Mathematical Theory of Optimal Processes

Richard Bellman, L. S. Pontryagin, V. G. Boltyanskiĭ et al. · Econometrica · 1965 · 4.3K citations

Natural Sciences, Mathematics, Optimization +13

V. Adaptive Control Processes

Richard Bellman · IEEE Transactions on Circuit Theory · 1964 · 1K citations

Engineering, Mathematics, Dynamical Systems +10

Optimal Control of Continuous Time, Markov, Stochastic Systems†

Juliette Florentin · Journal of Electronics and Control · 1961 · 132 citations

Natural Sciences, Mathematics, Systems Engineering +17

On the stochastic maximum principle: Fixed time of control

Harold J. Kushner · Journal of Mathematical Analysis and Applications · 1965 · 112 citations

Natural Sciences, Mathematics, Dynamical Systems +13