1. An online reinforcement learning system comprising: a model comprising an influence diagram with at least one chance node, the model receives an input and provides a probability distribution associated with uncertainty regarding parameters of the model; a decision engine that selects an action based, at least in part, upon the probability distribution, the decision engine employs the Thompson strategy heuristic technique to maximize long term expected utility; and, a reinforcement learning component that modifies at least one of the parameters of the model based upon feedback associated with the selected action.