Chapter in Book

  •   Mahmudov, N. I. Maximum Principle for Stochastic Discrete-Time Ito Equations , Brownian Motion: Elements, Dynamics and Applications, Chapter 6, Nova 2015.
  • Mahmudov, N. I. Controllability and observability of linear stochastic systems in Hilbert spaces. Progress in Probability, Stochastic Analysis and Related Topics, Birkhauser, 151-167, 2003..
  • Mahmudov, N. I.; Bashirov, A. E. First order and second order necessary conditions of optimality for stochastic systems. Statistics and control of stochastic processes (Moscow, 1995/1996), 283--295, World Sci. Publ., River Edge, NJ, 1997.
  •   Makhmudov, N. I. General necessary optimality conditions for stochastic systems with controllable diffusion. (Russian) Statistics and control of random processes (Russian) (Preila, 1987), 135--138, "Nauka", Moscow, 1989.