呵呵,看来这里对这个有兴趣的人不多了,就先不发了

随机控制在金融工程里有着十分重要的应用.我这里发几本比较好的随机控制的书籍,　大家可以下载
1.　Applied Stochastic Control of Jump Diffusions, by by Bernt Øksendal and Agnès Sulem
      经典随机控制书,不知道现在是不是可以下载到第二版,看论坛里已经有人发了,就不重复了
2.  Applied Stochastic Processes and Control for Jump-Diffusions: Modeling, Analysis, and Computation (Advances in Design and Control) by Floyd B. Hanson
　随即控制的新书,　作者执教于UIC, 是随机控制领域的专家.　
　
3. Controlled Diffusion Processes, by Nikolai Vladimirovich Krylov and A.B. Aries
    Stanford随机控制课的重要参考书之一,　作者是UMN的数学系教授.
　
4. An Introduction to Mathematical Optimal Control Theory (lecture note), by Evans
    Berkeley 数学系的PDE大牛写的讲义,深入浅出,很不错.
   
5. Stochastic Control of Hereditary Systems and Applications (Stochastic Modelling and Applied Probability) by Mou-Hsiung Chang
    一本新书,　没怎么看过,　粗略浏览了一下,　好像还不错.
6. Deterministic and Stochastic Optimal Control. (Stochastic Modelling and Applied Probability) (v. 1) by W. H. Fleming and R. W. Rishel
    经典书籍,虽然有些老,但是还是很有参考价值
　
7. Optimal Stopping and Free-Boundary Problems (Lectures in Mathematics. ETH Zürich) by Goran Peskir and Albert Shiryaev
　一本讲optimal stopping的非常好的书
　
8. Optimal Control Models in Finance: A New Computational Approach (Applied Optimization) by Ping Chen and Sardar M. N. Islam
    主要集中在finance的应用上.
　
9. Stanford Lecture notes for Stochastic Control
    很不错的资料,　还是我当年发信给那个老师要来的.