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 some of the book's problems. You can find my solutions below. Please report any errors/typos that you might find.
Update: Chapter 8 is now