Material

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.  Links to an external site.

... (Elsevier provides it as an e-book, at a higher price) Links to an external site.

... The book also seems to be available for free online, see the link https://archive.org/details/IntroductionToStochasticControlTheoryAstrom Links to an external site.

 

 

Good extra exercises

There is a list of good exercises Links to an external site.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 these exercises

Solutions to examples Links to an external site. are available by courtesy from Tore Hägglund.

Corrections

Some corrections Links to an external site. to Åström: Introduction to Stochastic Control.