1. A method for learning a management policy, comprising: receiving a set of one or more exemplars, where each of the exemplars comprises at least a (state, action) pair for a system; initializing a distance metric, where the distance metric computes a distance between pairs of exemplars; initializing a function approximator; adjusting the distance metric such that a Bellman error measure of the function approximator on the set of exemplars is minimized; and deriving the management policy from the function approximator.