[laichzeit0]

For someone with a strong mathematical background, what would be a better book? Also, do you know of any that balance the theory with examples, say simulations using R?

[lmilcin]

I am using Optimal Control Theory An Introduction from Donald Kirk and Modern Control Engineering from Katsuhiko Ogata.

Both are heavy in math, but are not that difficult (I studied theoretical math some 20 years ago and I can read them).

[deepspace]

I recommend Ogata as well. Another classic.