Self-delimiting (SLIM) programs are a central concept of theoretical computer science, particularly algorithmic information & probability theory, and asymptotically optimal program search (AOPS). To apply AOPS to (possibly recurrent) neural networks (NNs), I introduce SLIM NNs. Neurons of a typical SLIM NN have threshold activation functions. During a computational episode, activations are spreading from input neurons through the SLIM NN until the computation activates a special halt neuron. Weights of the NN's used connections define its program. Halting programs form a prefix code. The reset of the initial NN state does not cost more than the latest program execution. Since prefixes of SLIM programs influence their suffixes (weight changes occurring early in an episode influence which weights are considered later), SLIM NN learning algorithms (LAs) should execute weight changes online during activation spreading. This can be achieved by applying AOPS to growing SLIM NNs. To efficiently teach a SLIM NN to solve many tasks, such as correctly classifying many different patterns, or solving many different robot control tasks, each connection keeps a list of tasks it is used for. The lists may be efficiently updated during training. To evaluate the overall effect of currently tested weight changes, a SLIM NN LA needs to re-test performance only on the efficiently computable union of tasks potentially affected by the current weight changes. Future SLIM NNs will be implemented on 3-dimensional brain-like multi-processor hardware. Their LAs will minimize task-specific total wire length of used connections, to encourage efficient solutions of subtasks by subsets of neurons that are physically close. The novel class of SLIM NN LAs is currently being probed in ongoing experiments to be reported in separate papers.