Your dwellers can level up until Level 50. Each level of your dweller will increase histheir health points.
The S.P.E.C.I.A.L. stats will be capped at 10 for your training. If you reach a value of 10 at a S.P.E.C.I.A.L. attribute you won't be able to train the dweller further in this attributestat. Instead of a further training, you are able to give himthem better clothcloths which can raise histheir S.P.E.C.I.A.L. attributes further. This way it'sA good tactic is to train your dwellers in histheir main stat until 10 and probably their Luck totoo (as it will increase your rush-chance). After that you can provide a Luck-based or a working specific outfit to your dweller.