Bibliografia

Principal

• Zabczyk, J. (1995.) Mathematical control theory: an introduction Birkhäuser
• Touzi, N. (2004.) Stochastic control problems, viscosity solutions and application to finance Quaderni. Pisa: Scuola Normale Superiore

Secundária

• Øksendal, B.; Sulem, A. (2005.) Applied stochastic control of jump diffusions Springer-Verlag.
• Cesari, L. (1983.) Optimization ? Theory and applications, problems with ordinary differential equations Springer-Verlag