I want to generate the bibliography for each section, and have it at the end of the section. When I do this at the moment it generates the full bibliography and places it after each section.

Is there a way that this can be done?

The advice here says

"The chapterbib package provides an option sectionbib that puts the bibliography in a \section* instead of \chapter*, something that makes sense if there is a bibliography in each chapter. This option will not work when natbib is also loaded; instead, add the option to natbib. "

I don't understand what this means, and I've tried experimenting with what I thought the options are. Specifically, what does "add the option to natbib" mean?

Thank you for your help.