Download Stochastic Optimal Control: The Discrete-Time Case by Dimitri P. Bertsekas, Steven E. Shreve, "Bertsekas and Shreve have written a fine book. The exposition is extremely clear and a helpful introductory chapter provides orientation and a guide to the rather intimidating mass of literature on the subject. apart from anything else, the book serves as a superb introduction to the arcane world of analytic sets and other lesser known byways of measure theory."

Download the pdf from below to explore all topics.