1. A method for learning a policy for management of at least one component of a data processing system, the method comprising: obtaining a decision-making entity for managing said at least one component; obtaining a reward mechanism for generating numerical measures of value responsive to at least one action performed in at least one state of said at least one component; applying said decision-making entity and said reward mechanism to said at least one component; processing a result achieved through application of said decision-making entity and said reward mechanism in accordance with reward-based learning; and deriving said policy in accordance with said reward-based learning processing.