reinforcement learning toolkit - a python implementation of RL by Sutton
http://rlai.cs.ualberta.ca/RLAI/RLtoolkit/RLtoolkit1.0.html
reinforcement learning software and stuff
http://www.cs.ualberta.ca/~sutton/software.html
RL-glue
http://glue.rl-community.org/wiki/RL-Glue_Core
PyBrain - a modular Machine Learning Library for Python
http://www.pybrain.org/
Bayesian reinforcement learning
http://www.research.rutgers.edu/~cmansley/fall08/cs500.html