Note: Chapter 3 in Kalyanakrishnan's dissertation (2011) serves as a more up-to-date version of this article, incorporating minor revisions and additions. Erratum: The update rule for Expected Sarsa in Section 3.1 is incorrect. Kalyanakrishnan's dissertation (2011, see Section 3.2.1, page 53) provides the correct update rule. Erratum: In the first paragraph of Section 2.1, the following statement is incorrect. ``On taking N (E), the agent moves north (east) with probability p and it moves east (north) with probability 1 - p.'' The statement should instead read as follows. ``On taking N (E), the agent moves north (east) with probability 1 - p and it moves east (north) with probability p.'' The authors thank Ruohan Zhang for pointing out this error.