The Mathematics of 2048: Optimal Play with Markov Decision Processes (2018)
Here are some references for Markov
decision theory, stochastic optimal
control, stochastic dynamic programming:<p>Dimitri P. Bertsekas, <i>Dynamic
Programming:  Deterministic and Stochastic
Models.</i><p>George L. Nemhauser, <i>Dynamic
Programming.</i><p>Stuart E. Dreyfus and Averill M. Law, <i>The
Art and Theory of Dynamic Programming.</i><p>E. B. Dynkin and A. A. Yushkevich,
<i>Controlled Markov Processes.</i><p>Wendell H. Fleming and Raymond W. Rishel,
<i>Deterministic and Stochastic Optimal
Control.</i><p>There is more from R. T. Rockafellar and
R. J.-B.  Wets.<p>And of course we should mention R.
Bellman.<p>IIRC, Dreyfus was a Bellman student, and Dynkin&#x27;s dissertation advisors were Gelfand and Kolmogorov.