books i have touched and have impressions. If you have time, try to find one and read it carefully.

Analysis:

1. Rudin: Real and complex analysis [ i guess there is a chinese edition for this one.]

and his mathematical analysis.

2. Royden, real analysis.

Linear Programming and Networks

1. Linear Programming and Network Flows : Second Edition, M.S. Bazaraa, J. J. Jarvis, and H.D. Sherali [ they had "nonlinear programming" also]

2. Network Flows: Theory, Algorithms, and Applications, [focus on algorithms, need some graph theory background. a big book, "bible in networks":) ]

R. K. Ahuja, T. L. Magnanti, and J. B. Orlin,

Algorithms/Complexity

1. Computers and Intractability: A Guide to the Theory of Np-Completeness (A must read book in NP-C problem, includes lots of exampls) by Michael R. Garey, D. S. Johnson, M. R. Garey, David S. Johnson

2. Combinatorial Optimization : Algorithms and Complexity by Authors: Christos H. Papadimitriou , Kenneth Steiglitz

Game theory:

A course in game theory. MIT Press. [forget the author\'s name]. good book, but i do not like it.

Stochastic Processes:

"Stochastic Processes", Sheldon M. Ross, Wiley, 2nd edition, 1996. and his Introduction to Probability Models.

convex analysis:

R. Tyrrell Rockafellar: Convex Analysis, Vol. 28 of Princeton Math. Series, Princeton Univ. Press, 1970 (470 pp.).