Reinforcement Learning: An Introduction (Adaptive Computation and Machine Learning)
"This is a groundbreaking work, dealing with a subject that you would have expected to have been sorted out right at the start of AI... This isn't a simple theory but many of the ideas and methods are practically useful and if you have an interest in neural networks or learning systems then you need to study this book for the six months it deserves!" --Mike James,Computer Shopper,November 1998