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.
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.