Currently reading Sutton and Barto’s book on reinforcement learning (RL):
mitpress.mit.edu/books/reinforcement-learning-second-edition
This is a highly recommended reading, the best resource I could find on the subject and one of the best books I have seen on Machine Learning in general.
The complicated topic of RL is presented in an incremental, pedagogical and natural manner so that the concepts and equations flow naturally and stick in your mind. Somehow, the authors manage to teach RL in a captivating, even addictive manner without sacrificing rigor or completeness, leaving you with a fulfilling feeling of deep understanding of the subject, especially if you try to complete the numerous exercises and programming assignments. Unfortunately, solutions to exercises or assignments are not provided so readers cannot check the correctness of their understanding against the word of god (the authors), although a number of readers posted their own solutions online.
Antoine Savine 