\documentclass{standalone}

\usepackage{tikz}

\begin{document}
	\begin{tikzpicture}
		\draw[->] (-3,0) -- (3,0);
		\draw[->] (0,-3) -- (0,3);
		
		\draw (-3,-3) -- (3,3);
		\node at (3.5,3.5) (L) {$L$};
		
		\draw[fill=black] (2,0) circle (0.1);
		\node at (2,-0.5) (b) {$b$};
		\draw[dashed] (1,1) -- (2,0);
		\draw[fill=black] (1,1) circle (0.05);
		\node at (1,1.5) (y) {$y^*$};
		\node at (3.2,0.5) (k) {kleinster Abstand};
	\end{tikzpicture}
\end{document}