This is a monograph at the forefront of research on reinforcement learning, also referred to by other names such as approximate dynamic programming and neuro-dynamic programming. It focuses on the fundamental idea of policy iteration, i.c., start from some policy, and successively generate one or more improved policies. IF just one improved policy is generated, this is called rollout, which, based on broad and consistent computational experience, appears to be one of the most versatile and reliable of all reinforcement learning methods. Approximate policy iteration is more ambitious than rollout, but it is a strictly off-line method, and it is generally far more computationally intensive. www'This motivates the use of parallel and distributed computation. One of the purposes of the monograph is to discuss distributed (possibly asynchronous) methods that relate to rollout and policy iteration, both in the context of an exact and an approximate implementation involving neural networks or other approximation architectures, Among its special features, the book: * Presents new research relating to distributed asynchronous computation, partitioned architectures, and multiagent systems, with application to challenging large scale optimization problems, such as combinatorial/discrete optimization, as well as partially observed Markov decision problems. * Describes variants of rollout and policy iteration for problems with a multiagent structure, which allow the dramatic reduction of the computational requirements for lookahead minimization. * Establishes a connection of rollout with model predictive control, one of the most prominent control system design methodology. * Expands the coverage of some rescarch areas discussed in the author's 2019 textbook Reinforcement Learning and Optimal Control ‘About the author DIMITRI P. BERTSEKAS, a member of the U.S. National Academy of Engineering, is Fulton Professor of Computational Decision Making at Arizona State University, and McAfee Professor of Engineering at Massachusetts Institute of Technology. Among others, he has received the 2001 AAGC John R. Ragazzini Education Award, the 2009 IN- FORMS Expository Writing Award, the 2014 AACC Richard Bellman Heritage Award, the 2014 Khachiyan Prize, the 2015 SIAM/MOS. George B. Dantzig award, and the 2018 INFORMS John von Neumann Related Athena Scientific books of interest: Reinforcement Learning and Optimal Control Visit Athena Scientific online at: Dimitri P. Bertsekas, 2019 wwwathenasc.com Abstract Dynamic Programming, 2nd Edition Dimitri 2. Bertsekas, 2018 Dynamic Programming and Optimal Conirol, 4th Edition, Dimitti P. Bertsekas, 2017 Stochastic Optimal Control: The Discrete-Time Case Dimitri P. Bertsekas and Steven E. Shreve, 1996 sic Programming Dimitri B. Bertsckas and John N. Tsitsiklis, 1996 ISBN-13: 978-1-886529-07-6