Tsitsiklis' page on complexity of control references: http://www.mit.edu/~jnt/complex.html
Hardness of mathematical optimization via Max-Cut is spelled out here: https://arxiv.org/abs/1909.03550
Astrom's book on the PID controller: https://aiecp.files.wordpress.com/2012/07/1-0-1-k-j-astrom-pid-controllers-theory-design-and-tuning-2ed.pdf
Development of the PID controller: https://ieeexplore.ieee.org/document/248006
Video on the centrifugal governor
See textbooks:
Reinforcement learning: an introduction, by Richard S. Sutton, Andrew G. Barto
Reinforcement Learning: Theory and Algorithms (draft), by Alekh Agarwal, Nan Jiang, Sham M. Kakade
Markov decision processes with adversarial rewards: Online Markov Decision Processes by Even-Dar, Kakade and Mansour
with adversarial transitions: Abbasi-Yadkori et al.
OCO including FPL proofs: this book
Online control of LQR, Cohen et al.
On computability of Julia sets, Mandelbrot sets and more, see this book
blog post on H_infinity control
A freely available book on H_infinity control
First paper on spectral filtering for symmetric dynamical systems
Extension to asymmetric systems
First paper on non-stochastic control
Non-stochastic control with unknown systems
Non-stochastic control with partial observability
Non-stochastic control with bandit information
Black-box non-stochastic control
Black-box control in the stochastic LQR setting, Abbai-Yadkori and Czepasvari
Non-stochastic control for changing dynamics