This is simply a collection of links and PDF files. If a link does not work, you may google it with the title of notes and the author name; and send me an email so that I can correct the link.

Questions and Answers

• OR-Exchange! - questions and answers in operations research
• Numerical Optimization Forum - Discussions for numerical optimization and software

Open Courses

• OCW - MIT Open Course Ware
• SEE - Stanford Engineering Everywhere
• SoiT - Stanford on iTunes U

Case Studies

• Cases - Harvard Business Publishing for Educators

Economics

• Online economics textbooks - A collection of economics textbooks available over the Internet
• WebEc - World Wide Web Resources in Economics

Mathematics

• Topics in Mathematics

Analysis

• (PDF) Mathematical Methods of Engineering Analysis --Erhan Cinlar and Robert J. Vanderbei
• (PDF)(http://www-unix.oit.umass.edu/~gbs/mta/ LINK) Banach Spaces and Differential Calculus --Jerrold E. Marsden and Tudor S. Ratiu
• (PDF) Methods of Applied Mathematics --Todd Arbogast and Jerry Bona
• (LINK) Lecture Notes and Background Materials on Lebesgue Theory from a Hilbert and Banach Space Perspective, Including an Application to Fractal Image Compression -- Willard Miller
• (LINK) Real Analysis and Probability Theory with Economic Applications --Efe Ok
• (PDF) Lectures on Lipschitz Analysis --Juha Heinonen

Numerical Computations

• (LINK) Structural Optimization (Notes on FEM)
• Numerical Methods For Infinite Dimensional Optimization
• (LINK) Numerical Optimal Control in Continuous Time Made Easy --Eric Nævdal
• Includes some basics of Excel

Linear Albegra

• Tests For Symmetric Positive Definite Matrix

Matrix Calculus

• Wikipedia - Matrix calculus
• Matrix calculus appendix from Introduction to Finite Element Methods book on University of Colorado at Boulder.
• Matrix calculus Matrix Reference Manual , Imperial College London.
• Matrix calculus appendix to Convex Optimization & Euclidean Distance Geometry by Jon Dattorro.
• The Matrix Cookbook, with a derivatives chapter.
• Matrix Differential Calculus with Applications in Statistics and Econometrics, by Jan R. Magnus and Heinz Neudecker.

Optimization

• (LINK) Myths and Counterexamples in Mathematical Programming
• (LINK) Efficient Methods in Optimisation
• (LINK) Jean-Pierre Aubin
• (LINK) Practical Optimization: A Gentle Introduction -- John W. Chinneck
• (LINK) Algorithm Animations for Practical Optimization: A Gentle Introduction

Infinite Dimensional Optimization / Optimal Control

• (PDF) Infinite Dimensional Optimization and Optimal Design -Martin Burger
• (PDF)(LINK) Optimal Control --Peter Thompson
• (PDF) An Introduction to Mathematical Optimal Control Theory --Lawrence C. Evans
• (LINK) Control Training Site --Graduate Paris School on Control
• (LINK) Lecture Notes on Control --Alberto Bressan

Robust Optimization

• (LINK) Robust Optimization --Fernando Ordóñez

Stochastic

• (PDF) An Introduction to Stochastic Differential Equations --Lawrence C. Evans
• (LINK) Applied Optimal Control with emphasis on the control of jump-diffusion stochastic processes --Floyd B. Hanson
• (PDF) Stochastic Optimal Control in Finance --H. Mete Soner
• (LINK) Numerical Methods for SDE --David Cai

DEA

• (LINK) An Introduction

Networks

• (LINK) Networks, Crowds, and Markets: Reasoning About a Highly Connected World -- David Easleyand Jon Kleinberg

Probability and Statistics

• Probability Tutorials
• Engineering Statistics Handbook

Financial Engineering

• Bob Kohn's Math Finance Lecture Notes - Robert Kohn
• Financial Modeling: Options, Swaps and Derivatives - André Jaun