- Dynamic Programming and Stochastic Control, Academic Press, 1976,
- Constrained Optimization and Lagrange Multiplier Methods, Academic Press, 1982; republished by Athena Scientific, 1996.
- Dynamic Programming: Deterministic and Stochastic Models, Prentice-Hall, 1987.
- Linear Network Optimization: Algorithms and Codes, MIT Press, 1991; click here for a free .pdf copy of the book.
- Network Optimization: Continuous and Discrete Models, Athena Scientific, 1998. Click here for the EBOOK version from Google Play.
- Convex Optimization Theory, Athena Scientific, 2009; click here for a free .pdf copy of the book. Click here for the EBOOK version from Google Play, which also contains an extensive set of theoretical exercises.
- Convex Optimization Algorithms, Athena Scientific, 2015. Click here for the EBOOK version from Google Play.
- Nonlinear Programming, 3rd edition Athena Scientific, 2016. Click here for the EBOOK version from Google Play
- Dynamic Programming and Optimal Control, Vols. I and II, Athena Scientific, 1995, (4th Edition Vol. I, 2017, 4th Edition Vol. II, 2012).
- Abstract Dynamic Programming, 3rd Edition Athena Scientific, 2022; click here for a free .pdf copy of the book. Click here for the EBOOK version from Google Play
- Reinforcement Learning and Optimal Control, Athena Scientific, 2019. Click here for the EBOOK version from Google Play.
- Rollout, Policy Iteration, and Distributed Reinforcement Learning, Athena Scientific, 2020. Click here for the EBOOK version from Google Play.
- Lessons from AlphaZero for Optimal, Model Predictive, and Adaptive Control, (Athena Scientific, 2022). Click here for the EBOOK version from Google Play.

- Stochastic Optimal Control: The Discrete-Time Case, Academic Press, 1978; republished by Athena Scientific, 1996; EBOOK from Google Play.
- Data Networks, Prentice-Hall, 1987 (2nd Ed. 1991); click here for a free .pdf copy of the book.
- Parallel and Distributed Computation: Numerical Methods, Prentice-Hall, 1989; republished by Athena Scientific, 1997; click here for a free .pdf copy of the book.
- Neuro-Dynamic Programming, Athena Scientific, 1996. Click here for the EBOOK version from Google Play.
- Introduction to Probability, Athena Scientific, 2002; 2nd Edition 2008.
- Convex Analysis and Optimization, Athena Scientific, 2003.

- Introduction to Probability, Athena Scientific, 2002; 2nd Edition 2008.
- Convex Analysis and Optimization, Athena Scientific, 2003.
- Convex Optimization Theory, Athena Scientific, 2009.
- Nonlinear Programming, 3rd edition Athena Scientific, 2016.
- Dynamic Programming and Optimal Control, Vols. I and II, Athena Scientific, 1995, (3rd Edition Vol. I, 2005, 4th Edition Vol. II, 2012).
- Data Networks, Prentice-Hall, 1987 (2nd Ed. 1991).
- Parallel and Distributed Computation: Numerical Methods, Prentice-Hall, 1989; republished by Athena Scientific, 1997.

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