Controlled random sequences: methods of convex analysis and problems with functional constraints
Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 53 (1998) no. 6, pp. 1233-1293

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     author = {A. B. Piunovskiy},
     title = {Controlled random sequences: methods of convex analysis and problems with functional constraints},
     journal = {Trudy Matematicheskogo Instituta imeni V.A. Steklova},
     pages = {1233--1293},
     publisher = {mathdoc},
     volume = {53},
     number = {6},
     year = {1998},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/RM_1998_53_6_a2/}
}
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A. B. Piunovskiy. Controlled random sequences: methods of convex analysis and problems with functional constraints. Trudy Matematicheskogo Instituta imeni V.A. Steklova, Tome 53 (1998) no. 6, pp. 1233-1293. http://geodesic.mathdoc.fr/item/RM_1998_53_6_a2/