Text book:

               Linear and nonlinear programming

               Luenberger David. G and Yinyu Ye; Vol. 2. Reading, MA: Addison-wesley, 1984

             Linear Optimal Control: H2 and H8 Methods

             Jeffrey B. Burl; Prentice Hal, 1999.

             Optimal Control Theory

             D. E. Kirk; Prentice Hall, 1970.

   References:

             Optimization by vector space methods

             Luenberger David. G; John Wiley & Sons, 1969.

             Linear Optimal Control Systems

             H. Kwakernaak and R. Sivan; Wiley, 1972.

             Optimal Control: Linear Quadratic Methods

             B.D.O. Anderson and J.B. Moor; Prentice-Hall, 1990

             Optimal Control: An Introduction to the Theory and Its Applications

             M. Athans and P.L. Falb, Dover,1966 (Reprint 2006)

             Applied optimal control: Optimization, Estimation and Control

             A.E. Bryson and Yu-Chi Ho, Taylor & Francis, 1975

             Optimal Control

             F.L. Lewis and V.L. Syrmos, Wiley-IEEE, 1995

             Optimum Systems Control

             A.P. Sage and C.C. White, Prentice Hall; 2nd edition,1977