Implemented several policy gradient algorithms: REINFORCE, Two-timescale Actor-Critic (Algorithm 1 from BSGL 2009), Two-timescale Linear Time Natural Actor Critic (Algorithm 3 from BSGL 2009), Natural Actor-Critic with LSTD-Q (from Peters and Schaal 2007), and Natural Actor-Critic with Sarsa (from P.S. Thomas, personal communication). I've tested them all on Mountain car and they work for the right parameter sets. However, the parameter defaults are not currently set to work well for any particular domain, but if adjusted they do work. Finally, only a soft-max policy is implemented. A gaussian policy is on the todo list.