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Re:Algorithms for Decision Making by graycat on Sunday January 10, 2021 @10:18PM (#25723949)
For control theory from a mathematician, Fleming, long at the Division of Applied Mathematics at Brown University, there is:

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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