References
M. Bardi and I. Capuzzo-Dolcetta. Optimal control and viscosity solutions of Hamilton-Jacobi-Bellman equations. Birkhauser, Boston, 1997.
L. Evans. Partial differential equations. AMS, 1998.
Y.C. Ho, A.E. Bryson Jr., and S. Baron, IEEE Transactions on Automatic Control, v. 10, no. 4, October 1965.
H. Khalil. Nonlinear systems. Macmillan, New York 1992.
J. Lewin. Differential games. Springer-Verlag, London 1994.
A. Lewis. A mathematical approach to classical control. You may download the notes here.
E. Sontag. Mathematical control theory: deterministic finite dimensional systems. Springer-Verlag, New York, 1990.
J. Zabczyk. Mathematical control theory: an introduction. Birkhauser, Boston, 1992.