V. M. Becerra and P. D. Roberts, Dynamic integrated system optimization and parameter estimation for discrete time optimal control of nonlinear systems, Int. J. Control, 63 (1996), 257-281.doi: 10.1080/00207179608921843.
A. E. Bryson and Y. C. Ho, Applied Optimal Control, Hemisphere Publishing Company, New York, 1975.
S. L. Kek and A. A. Mohd Ismail, Optimal control of discrete-time linear stochastic dynamic system with model-reality differences, in Proceeding of International Conference on Machine Learning and Computing (ICML 2009), 10-12 July, 2009, Perth, Australia, 573-578.
S. L. Kek, K. L. Teo and A. A. Mohd Ismail, An integrated optimal control algorithm for discrete-time nonlinear stochastic system, International Journal of Control, 83 (2010), 2536-2545.doi: 10.1080/00207179.2010.531766.
S. L. Kek, K. L. Teo and A. A. Mohd Ismail, Filtering solution of nonlinear stochastic optimal control problem in discrete-time with model-reality differences, Numerical Algebra, Control and Optimization, 2 (2012), 207-222.doi: 10.3934/naco.2012.2.207.
S. L. Kek, A. A. Mohd Ismail, K. L. Teo and A. Rohanin, An iterative algorithm based on model-reality differences for discrete-time nonlinear stochastic optimal control problems, Numerical Algebra, Control and Optimization, 3 (2013), 109-125.doi: 10.3934/naco.2013.3.109.
D. E. Kirk, Optimal Control Theory: An Introduction, Mineola, NY: Dover Publications, 2004.
F. L. Lewis and V. L. Syrmos, Optimal Control, 2nd ed, John Wiley & Sons 1995.
A. A. Mohd Ismail and S. L. Kek, Optimal control of nonlinear discrete-time stochastic system with model-reality differences, in 2009 IEEE International Conference on Control and Automation, 9-11 December, 2009, Christchurch, New Zealand, 722-726.
A. A. Mohd Ismail, A. Rohanin, S. L. Kek and K. L. Teo, Computational integrated optimal control and estimation with model information for discrete-time nonlinear stochastic dynamic system, in Proceeding of the 2010 IRAST Internation Congress on Computer Applications and Computational Science (CACS 2010), 4-6 December, 2010, Singapore, 899-902.
P. D. Roberts and T. W. C. Williams, On an algorithm for combined system optimization and parameter estimation, Automatica, 17 (1981), 199-209.doi: 10.1016/0005-1098(81)90095-9.
P. D. Roberts, Optimal control of nonlinear systems with model-reality differences, Proceedings of the 31st IEEE Conference on Decision and Control, 1 (1992), 257-258.