Books J. Yong and X. Zhou, Stochastic Controls: Hamiltonian Systems and HJB Equations, Springer, New York, 1999.  [Buy the book at Amazon.com; read reviews at Mathematical Reviews (or here) by Tamer Basar, and Zentralblatt (or here) by A. Akutowicz]  S. Chen, X. Li, J. Yong and X. Zhou (Eds.), Control of Distributed Parameter and Stochastic Systems, Kluwer, Boston, 1999.  (Buy the book at Amazon.com) D.D. Yao, H. Zhang and X. Zhou (Eds.), Stochastic Models and Optimization: with Applications in Queues, Finance, and Supply Chains, Springer, New York, 2002.  (Buy the book at Amazon.com)