Online Books

Linear Algebra by Jim Hefferon
Linear Algebra by Thomas S. Shores
Stochastic Differential Equations by Klaus Bichteler
Tractability and Approximability of Optimization problems by Jianer Chen
Reinforcement Learning - An Introduction by Richard S. Sutton & Andrew G. Barto
Multimodularity and regularity by Altman, Eitan, Gaujal, Bruno, Hordijk, Arie
Online Mathematics textbooks A great list maintained by Alexandre Stefanov

Resources

OR Notes
INFORMS OR/MS Resource Collection
Semidefinite Programming Resources
Optimization Online
Game Theory resourses
List of NP Complete Problems
Reinforcement Learning Repository