I'm currently working on converting my notes over to the following blog:
appliedprobability.wordpress.com
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This page contains an ever expanding collection of notes used by me, Neil Walton, for research and various teaching duties.
The topics include optimization, game theory, and queueing networks plus other random stuff that I just wanted to know about. These are notes: modular and terse. Basically, we try to get to the main result as quick as possible. For breadth and depth, there are lots of nice texts referenced below.
Doug Kennedy: Optimization course
Richard Weber: Mathematics of Operations Research course
Convex Optimization, Boyd and Vandenberghe
Michel Goemans: Combinatorial Optimization
Lex Schrijver: Combinatorial Optimization
Lex Schrijver: Two fun historical articles, one and two.
John J. Barthholdi: Space-filling Curves and TSP
John Chennick: Practical Optimization, a Gentle Intro
Arkadi Nemirovski: Lecture Notes
Bradley, Hax, and Magnanti: Applied Mathematical Programming
Richard Weber: Mathematics of Operations Research course (again!)
Yuval Peres: Game Theory, Alive!
Osborne and Rubinstein: A course in game theory
Paul Klemperer: Auctions: Theory and Practice
Public Summary on Nobel prize for Stable Marriages.
David Easley and Jon Klienberg: Networks, Crowds and Markets
Broder and Josifovski: A course on Computational Advertizing