I am now studying reinforcement learning which is a promising class of algorithms best suited for learning in an unknown environment and absence of a supervisor. I found these links quick helpful.

5 video lectures by Professor Andrew Ng for Machine Learning (CS 229) in the Stanford give a basic and clear understanding of Reinforcement Learning

• A great lecture by Professor Csaba Szepesvári on Reinforcement Learning in 98 pages: Download link.

• Slides related to above lecture: Part 1, Part 2, Part 3 and Part 4.

• Introductory book on Reinforcement Learning: Order from Amazon.