Book

It is possible to follow the course by the lecture slides only. But for the more ambitious student we recommend the book Åström: Introduction to Stochastic Control.

There is a list of good exercises Åström: Introduction to Stochastic Control to practice your skills on.

We will have discussions about the handin assignments in connection to the lectures (i.e. no separate exercise sessions in the course).

Solutions to examples are available by courtesy from Tore Hägglund.

Some corrections to Åström: Introduction to Stochastic Control.