A direct proof of innovations/observations equivalence for Gaussian procedures (Corresp.). - M. H. A. Davis (IEEE Trans. Inf. Theory, 1978)

Stochastic control by measure transformation: A general existence result. - M. H. A. Davis; M. Kohlmann (Inf. Sci., 1980)

Approximations for optimal stopping of a piecewise-deterministic process. - Oswaldo L. V. Costa; M. H. A. Davis (Math. Control. Signals Syst., 1988)

Impulse control of piecewise-deterministic processes. - Oswaldo L. V. Costa; M. H. A. Davis (Math. Control. Signals Syst., 1989)

Recursive Order Estimation of Stochastic Control Systems. - E. M. Hemerly; M. H. A. Davis (Math. Syst. Theory, 1989)

Portfolio Selection with Transaction Costs. - M. H. A. Davis; A. R. Norman (Math. Oper. Res., 1990)

Optimal consumption and exploration: A case studyin piecewise‐deterministic Markov modelling. - M. Farid; M. H. A. Davis (Ann. Oper. Res., 1999)