I recorded here what I read for a variety of interesting subjects.

Optimization

• A Universal Framework for Sequential Decision Problems, Warren B. Powell
• A Unified Framework for Optimization Under Uncertainty

• Algorithms for decision making, MIT Press 2022

• Convex Optimization, Stephen Boyd, Cambridge
• Nonlinear Programming, Dimitri P. Bertsekas, Athena Scientific

• Lectures on Modern Convex Optimization, A. Nemirovski

• Distributed optimization and statistical learning via the alternating direction method of multipliers, Stephen Boyd
• Optimization methods for large-scale machine learning, Leon Bottou, Frank Curtis, Jorge Nocedal

Machine Learning

• Understanding Machine Learning, Shalev-Shwartz, Cambridge