\begin{thebibliography}{10} \bibitem{astrom1986dual} K.~J. {\AA}ström and A.~Helmersson. \newblock {Dual control of an integrator with unknown gain}. \newblock {\em Computers \& Mathematics with Applications}, 12(6):653--662, 1986. \bibitem{bh-eamvb-01} G.~Barequet and S.~{Har-Peled}. \newblock Efficiently approximating the minimum-volume bounding box of a point set in three dimensions. \newblock {\em Journal of Algorithms}, 38:91--109, 2001. \bibitem{bellman1957dynamic} R.~Bellman. \newblock {\em {Dynamic Programming}}. \newblock Princeton University Press, 1957. \bibitem{bertsekas1995dynamic} D.P. Bertsekas. \newblock {\em {Dynamic Programming and Optimal Control, vol. 1}}. \newblock Athena Scientific, 1995. \bibitem{feldbaum1965optimal} AA~Feldbaum. \newblock {\em {Optimal control systems}}. \newblock Academic Press, New York, 1965. \bibitem{hammersley1964monte} J.M. Hammersley and D.C. Handscomb. \newblock {\em {Monte carlo methods}}. \newblock Taylor \& Francis, 1964. \bibitem{kalman1960new} R.E. Kalman. \newblock {A new approach to linear filtering and prediction problems}. \newblock {\em Journal of basic Engineering}, 82(1):35--45, 1960. \bibitem{luus2000iterative} R.~Luus. \newblock {\em {Iterative dynamic programming}}. \newblock CRC Press, 2000. \bibitem{nelson2001simple} B.L. Nelson, J.~Swann, D.~Goldsman, and W.~Song. \newblock {Simple procedures for selecting the best simulated system when the number of alternatives is large}. \newblock {\em Operations Research}, 49(6):950--963, 2001. \bibitem{peterka1981bayesian} V.~Peterka. \newblock {Bayesian system identification}. \newblock {\em Automatica}, 17(1):41--53, 1981. \bibitem{thompson2005stochastic} A.M. Thompson and W.R. Cluett. \newblock {Stochastic iterative dynamic programming: a Monte Carlo approach to dual control}. \newblock {\em Automatica}, 41(5):767--778, 2005. \end{thebibliography}