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+\documentclass{article}
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+\usepackage[pdftex,active,tightpage]{preview}
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+\setlength\PreviewBorder{2mm}
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+
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+\usepackage[utf8]{inputenc} % this is needed for umlauts
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+\usepackage[ngerman]{babel} % this is needed for umlauts
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+\usepackage[T1]{fontenc} % this is needed for correct output of umlauts in pdf
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+\usepackage{amssymb,amsmath,amsfonts} % nice math rendering
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+\usepackage{braket} % needed for \Set
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+\usepackage{caption}
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+\usepackage{algorithm}
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+\usepackage[noend]{algpseudocode}
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+
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+\DeclareCaptionFormat{myformat}{#3}
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+\captionsetup[algorithm]{format=myformat}
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+
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+\begin{document}
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+\begin{preview}
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+ \begin{algorithm}[H]
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+ \begin{algorithmic}
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+ \Require
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+ \Statex Sates $\mathcal{X} = \{1, \dots, n_x\}$
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+ \Statex Actions $\mathcal{A} = \{1, \dots, n_a\},\qquad A: \mathcal{X} \Rightarrow \mathcal{A}$
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+ \Statex Cost function $g: \mathcal{X} \times \mathcal{A} \rightarrow \mathbb{R}$
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+ \Statex Horizon $N$
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+ \Procedure{DynamicProgramming}{$\mathcal{X}$, $A$, $g$, $N$}
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+ \State $J_N(x) \gets g_N(x) \quad \forall x \in \mathcal{X}$
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+ \For{$k = N - 1$ to $0$}
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+ \For{$x \in \mathcal{X}$}
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+ \For{$a \in A(x)$}
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+ \State $Q(x, a) \gets g_k(x, a) + \alpha \sum_{j=1}^{n_x} f_{xj}(a) \cdot J_{k+1}(j)$
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+ \EndFor
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+
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+ \State $J_k (x) \gets \min_a (Q_k(x,a))$
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+ \State $\pi_k(x) \gets \arg \min_a (Q_k(x, a))$
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+ \EndFor
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+ \EndFor
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+ \EndProcedure
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+ \end{algorithmic}
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+ \caption{Dynamic Programming}
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+ \label{alg:dynamic-programming}
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+ \end{algorithm}
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+\end{preview}
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+\end{document}
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