1. A Brain Machine Interface (BMI) agent that when operatively coupled to a subject during a mental task to control a prosthetic device, monitors one or more states of neural activity of the subject, receives feedback associated with a behavior of the prosthetic device responsive to the control, learns a functional mapping between the mental task and the behavior in view of the feedback, and applies at least one control action to the prosthetic device in accordance with the learning to maneuver the prosthetic device for a targeted behavior.