Game Theory

Gaussian Random Processes

Stochastic Filtering Theory

Conjugate Direction Methods in Optimization

Hidden Markov Models

Linear Multivariable Control

Stabilization of Control Systems

Fundamentals of Stochastic Filtering

Numerical Methods for Stochastic Control Problems in Continuous Time

Deterministic and Stochastic Optimal Control

Cycle Representations of Markov Processes

Stochastic Simulation: Algorithms and Analysis

Heavy Traffic Analysis of Controlled Queueing and Communication Networks

Stochastic Approximation and Recursive Algorithms and Applications

Average-Cost Control of Stochastic Manufacturing Systems