Right now, even though I have a mathematical background, I did not take up control theory in college. I'm looking for an introductory text on (stochastic?) control theory as applicable to quantitative finance.
I did look up control theory textbooks on amazon but they're explicitly for electrical engineering, and I have no idea which topics covered in those books are not used at all in finance (e.g., Optimal Control Theory: An Introduction by Kirk).
If they are no books specifically for control theory in finance, could anyone give me a comprehensive list of topics to cover so that I can cover the mathematical prerequisites for portfolio management/financial engineering? Thanks