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In this paper, the direct neural dynamic programming technique is utilized to solve the Hamilton-Jacobi-Bellman equation forward-in-time for the decentralized near optimal regulation of a class of nonlinear interconnected discrete-time systems with unknown internal subsystem and interconnection dynamics, while the input gain matrix is considered known. Even though the unknown interconnection terms are considered weak and functions of the entire state vector, the decentralized control is attempted under the assumption that only the local state vector is measurable. The decentralized nearly optimal controller design for each subsystem consists of two neural networks (NNs), an action NN that is aimed to provide a nearly optimal control signal, and a critic NN which evaluates the performance of the overall system. All NN parameters are tuned online for both the NNs. By using Lyapunov techniques it is shown that all subsystems signals are uniformly ultimately bounded and that the synthesized subsystems inputs approach their corresponding nearly optimal control inputs with bounded error. Simulation results are included to show the effectiveness of the approach.