References on Optimization

French, M., “Fundamentals of Optimization: Methods, Minimum Principles and Applications for making Things better”, Springer 2018

Bertsekas, D. — Dynamic programming and optimal control Vol 1

Bertsekas, D. P. — Dynamic Programming and Optimal Control, Vol I, 3rd ed

Boyd, S.; Vandenberghe, L. — Convex Optimization

Boyd, S.; El Ghaoui, L.; Feron, E.; Balakrishnan, V. — Linear Matrix Inequalities in System and Control Theory

Calafiore, G. C.; El Ghaoui, L. — Optimization Models

Cassel, K. W. — Variational Methods with Applications in Science and Engineering

Clarke, F. H. - Functional Analysis, Calculus of Variations and Optimal Control

Dudley, R. M. — Real Analysis and Probability: Great book!

Ewing, G. M. — Calculus of Variations with Applications

Gueler, O. — Foundations of Optimization

Lebedev, L. P. — The Calculus of Variations and Functional Analysis With Optimal Control and Applications in Mechanics

Liberzon, D. — Calculus of Variations and Optimal Control Theory - A Concise Introduction

Luenberger, D. G.; Ye, Y. — Linear and nonlinear programming