I’m looking for a nice readable introductory text to stochastic control theory. Background wise, I know some general stochastic analysis and deterministic optimal control theory.
Some criterion I’m looking for, in decreasing order of importance are:
Good supply of intuition and examples.
Not overly long/detailed/general.
Mostly rigorous proofs.
I know of the book Applied Stochastic Control of Jump Diffusions by Oksendal, but am not sure if I can gauge how well it satisfies (1) and (2).
Thanks in advance!