Bellman R., Cooke K. Differential-Difference Equations

Academic Press, 1963. — 483 p.This book is addressed to mathematicians and scientists, and to students of mathematics and science. Few readers will wish to study this book in linear fashion from the front cover to the back. For example, persons familiar with Laplace transform theory and the theory of ordinary differential equations may wish to skim over Chapters 1 and 2, referring to them later if necessary. Chapters 3 and 4 are basic to an understanding of a large part of the remainder of the book, but most of the subsequent chapters can be omitted on first reading without peril. The reader's particular interests will guide his selection of material. Readers concerned primarily with applications should pay particular attention to the exercises, where many applications are mentioned.
The book follows to a great extent the format of the monograph R. Bellman and J. M. Danskin, A Survey of the Mathematical Theory of Time Lag,
Retarded Control, and Hereditary Processes, The RAND Corporation, R-256, 1954. The additional material represents the work done by the present authors over the intervening period.