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

Buy at Amazon Bertsekas, Dimitri. Nonlinear Programming. Nashua, NH: Athena Scientific, 1999. ISBN: 9781886529007.

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

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

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

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

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

Buy at Amazon Stengel, Robert. Stochastic Optimal Control. New York, NY: Wiley, 1986. ISBN: 9780471864622.

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

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

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

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

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

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

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

Buy at Amazon Bellman, Richard. Dynamic Programming. New York, NY: Dover, 2003. ISBN: 9780486428093.

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

Buy at Amazon Kwakernaak, Huibert, and Raphael Sivan. This resource may not render correctly in a screen reader.Linear Optimal Control Systems (PDF). New York, NY: Wiley, 1972. ISBN: 9780471511106.