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This brief presents a new approach to decentralized control design of complex systems with unknown parameters and dynamic uncertainties. A key strategy is to use the theory of robust adaptive dynamic programming and the policy iteration technique. An iterative control algorithm is given to devise a decentralized optimal controller that globally asymptotically stabilizes the system in question. Stability analysis is accomplished by means of the small-gain theorem. The effectiveness of the proposed computational control algorithm is demonstrated via the online learning control of multimachine power systems with governor controllers.