All of the texts below have pretty much the same content, but each author focuses on different aspects with slightly different notation. Particularly useful ones are in bold.

## Suggested Textbooks

Bertsekas, Dimitri. *Nonlinear Programming*. Nashua, NH: Athena Scientific, 1999. ISBN: 9781886529007.

Bryson, Arthur. *Dynamic Optimization*. Upper Saddle River, NJ: Pearson Education, 1998. ISBN: 9780201361872.

Scales, L. E. *Introduction to Non-Linear Optimization*. New York, NY: Springer, 1985. ISBN: 9780387912523.

Gill, Philip, Walter Murray, and Margaret Wright. *Practical Optimization*. Burlington, MA: Academic Press, 1982. ISBN: 9780122839528.

** Bryson, Arthur, and Yu-Chi Ho. Applied Optimal Control: Optimization, Estimation, and Control. Abingdon, UK: Taylor & Francis, 1975. ISBN: 9780891162285.**

Bryson, Arthur. *Applied Linear Optimal Control: Examples and Algorithms*. Cambridge, UK: Cambridge University Press, 2002. ISBN: 9780521012317.

** Stengel, Robert. Stochastic Optimal Control. New York, NY: Wiley, 1986. ISBN: 9780471864622.**

Athans, Michael, and Peter Falb. *Optimal Controls*. New York, NY: McGraw-Hill, 1966. ISBN: 9780070024137.

** Kirk, Donald. Optimal Control Theory: An Introduction. New York, NY: Dover, 2004. ISBN: 9780486434841.**

Anderson, Brian, and John Moore. *Linear Optimal Control*. Upper Saddle River, NJ: Prentice Hall, 1971. ISBN: 9780135368701.

** ———. Optimal Control: Linear Quadratic Methods. New York, NY: Dover, 2007. ISBN: 9780486457666.**

Luenberger, David. *Optimization by Vector Space Methods*. New York, NY: Wiley, 1997. ISBN: 9780471181170.

Vincent, Thomas, and Walter Grantham. *Nonlinear and Optimal Control Systems*. New York, NY: Wiley, 1997. ISBN: 9780471042358.

Burl, Jeffrey. *Linear Optimal Control*. Upper Saddle River, NJ: Prentice Hall, 1999. ISBN: 9780201808681.

Bellman, Richard. *Dynamic Programming*. New York, NY: Dover, 2003. ISBN: 9780486428093.

Bertsekas, Dimitri. *Dynamic Programming and Optimal Control*. Vol. 1 and 2. Nashua, NH: Athena Scientific, 2007. ISBN: 9781886529083.

Kwakernaak, Huibert, and Raphael Sivan. *Linear Optimal Control Systems (PDF)*. New York, NY: Wiley, 1972. ISBN: 9780471511106.