You may download from here an updated version of the research-oriented Chapter 6 on Approximate Dynamic Programming (233 pages) of Vol. II of the two-volume book "Dynamic Programming and Optimal Control" (2007, ISBN: 1-886529-08-6). In addition to editorial revisions and rearrangements, it includes an account of new research.
This is a "living chapter." It will be periodically updated as new research becomes available. Please note that the chapter is "work in progress." Comments, suggestions, and bug reports are appreciated by the author (dimitrib@mit.edu).
The last update of the chapter was on November 11, 2011.
The two-volume book may be obtained from the publishing company, Athena Scientific.
Click here to download lecture slides for the MIT course "Dynamic Programming and Stochastic Control (6.231), Dec. 2009. The last six lectures cover the approximate dynamic programming material of Chapter 6, Vol. II.
Click here to download research papers and other material on Dynamic Programming and Approximate Dynamic Programming.