David Silver (now of DeepMind, leading their reinforcement learning group which has had so many big high profile successes) has video lectures for his introduct

David Silver (now of DeepMind, leading their reinforcement learning group which has had so many big high profile successes) has video lectures for his introduction to reinforcement learning. It's very thorough and uses a good, free textbook, and the programming projects are interesting but also reasonable in scope.