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A comment on Algorithms for Decision Making. Parent comment
Wendell H. Fleming and Raymond W. Rishel, Deterministic and Stochastic Optimal Control, ISBN 0-387-90155-8, Springer-Verlag, Berlin, 1979.
There is more on optimization, especially from the Hahn-Banach theorem, and also Kalman filtering, in
David G. Luenberger, Optimization by Vector Space Methods, John Wiley and Sons, Inc., New York, 1969.
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Wendell H. Fleming and Raymond W. Rishel, Deterministic and Stochastic Optimal Control, ISBN 0-387-90155-8, Springer-Verlag, Berlin, 1979.
There is more on optimization, especially from the Hahn-Banach theorem, and also Kalman filtering, in
David G. Luenberger, Optimization by Vector Space Methods, John Wiley and Sons, Inc., New York, 1969.