A class of multistage stochastic optimal control problems
Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 17 (1977) no. 1, pp. 52-63

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     author = {E. M. Berkovich},
     title = {A class of multistage stochastic optimal control problems},
     journal = {\v{Z}urnal vy\v{c}islitelʹnoj matematiki i matemati\v{c}eskoj fiziki},
     pages = {52--63},
     publisher = {mathdoc},
     volume = {17},
     number = {1},
     year = {1977},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/ZVMMF_1977_17_1_a4/}
}
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E. M. Berkovich. A class of multistage stochastic optimal control problems. Žurnal vyčislitelʹnoj matematiki i matematičeskoj fiziki, Tome 17 (1977) no. 1, pp. 52-63. http://geodesic.mathdoc.fr/item/ZVMMF_1977_17_1_a4/