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1. Introduction to Sequential Decision Processes. 2. The Prototype Sequential Decision Process. 3. Allocation, Marginal Analysis, and Lagrange Multipliers. 4. Stages, Grids, and Discretizing Control Problems. 5. Production Control and Network Flow. 6. A Markov Decision Model. 7. Inventory Control: (s, S)-Policies. 8. A Discounted Markov Decision Model. Supplements: 1. Data Structures. 2. Convex Functions.