Exact solution of the Bellman equation for a β -discounted reward in a two-armed bandit with switching arms. Donchev, Doncho S. — 1999 Journal of Applied Mathematics and Stochastic Analysis
A system of functional-differential equations associated with the optimal detection problem for jump-times of a Poisson process. Donchev, Doncho S. — 1998 Journal of Applied Mathematics and Stochastic Analysis