This is an unbelievably great book on approximate dynamic programming. There are not very many books that focus heavily on the implementation of these algorithms like this one does. After reading (and understanding) this book one should be able to implement approximate dynamic programming algorithms on a larger number of very practical and interesting areas. At the time of this writing there are two editions of this book. Readers unfamiliar with this book can see what others have said about the first edition and the second edition.
To learn this material as well as possible I worked through a great number of the book's statements and expanded (with further detail) upon anything that was unclear to me at the time. I'm going to give away my notes for free to anyone who requests a copy if they would be kind enough to report any errors that they might find. Please contact me below if you would like a copy.Code For Various Chapters: