If you are familiar to these terms of Stochastic Processes i would highly recommend it.If not so,even then first 4 chapters talk abt finite and infinte horizon optimization,introduces you to other necessary terms.And then just go go go.
The FTP site of the publisher lets you download the pascal programmes so that u can run them and test them for your own purpose.
The problems at the end of the each chapter is the best way to test your learnt knowledge,they are little bit mind teasers(I felt so).
OverAll a good book for those who are comfortable with LOTS of equations and Probablity.