Good Examples
Here is a list of good examples to solve in
Åström: Introduction to Stochastic Control.
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Chapter 2
2:3: 4, 5, 6, 9
2:4: 1, 2, 5
2:5: 1, 2
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Chapter 3
3:3: 1, 2, 4
3:6: 2, 3, 5, 6, 7, 8
3:8: 1, 2, 3
3:9: 1, 2
3:10: 1, 4
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Chapter 4
4:2: 1, 4, 6
4:3: 1, 2, 3, 4
4:5: 1, 2, 3
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Chapter 5
5:2:1
5:3:1, 2
5:4: 1, 2
5:5: 1, 2, 3
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Chapter 6
6:3: 1, 2, 3, 4, 5, 6, 7
6:4:1, 2, 3, 4, 7, 8, 9, 12
6:5: 1, 3, 4, 5
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Chapter 7
7:2: 1, 2, 5
7:3: 1, 2, 3
7:4: 1, 2, 3, 4, 5, 6
7:5: 1
7:6:1, 2, 5, 7, 8
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Chapter 8
8:3: 1
8:4: 1, 2, 3
8:5: 1, 2, 3, 4
8:6: 1, 2, 3, 5, 6
8:7: 1, 3, 6
