Applied Stochastic Control of Jump Diffusions by B. Oksendal, A. Sulem, 3rd ed.

Advances in the Control of Markov Jump Linear Systems With No Mode Observatio...

Stochastic Optimal Linear Estimation and Control by J.S. Meditch

Robust Control of Jump Linear Stochastic Systems: Applications to Sampled-Data C

Advances in the Control of Markov Jump Linear Systems With No Mode Observatio...

Stochastic Optimal Linear Estimation and Control

Robust Control of Uncertain Dynamic Systems : A Linear State Space Approach, ...

Applied Stochastic Control of Jump Diffusions (Universitext) by �ksendal