Stephen Boyd's Note on Finite Horizon LQR:
https://stanford.edu/class/ee363/lectures/dlqr.pdf

Dimitry Gorinevsky's Note on MPC:
https://web.stanford.edu/class/archive/ee/ee392m/ee392m.1056/Lecture14_MPC.pdf

Francesco Borrelli's MPC course:
http://www.mpc.berkeley.edu/mpc-course-material

Sergey Levine's Lecture Note on Model-based Planing:
http://rail.eecs.berkeley.edu/deeprlcourse/static/slides/lec-10.pdf

Sergey Levine's Lecture Note on Model-Base RL:
http://rail.eecs.berkeley.edu/deeprlcourse/static/slides/lec-11.pdf