Reinforcement Learning: An Introduction, Richard S. Sutton and Andrew G. Barto, 2018 (MIT Press) - A fundamental textbook in reinforcement learning, providing a comprehensive treatment of Markov Decision Processes and the role of the discount factor.
Reinforcement Learning: Lecture 2 - Markov Decision Processes, David Silver, 2015 (University College London (UCL)) - Part of a widely-cited lecture series, this lecture introduces Markov Decision Processes and explains the concept and purpose of discounting in reinforcement learning.