1. A method for learning a policy for management of a plurality of application environments supported by a data processing system, where the plurality of application environments shares a set of computing resources associated with the data processing system, the method comprising: obtaining a decision-making entity for managing said plurality of application environments, where each of said plurality of application environments operates on data input to said data processing system; obtaining a reward mechanism for generating numerical measures of value responsive to at least one action performed in at least one state of said plurality of application environments; applying said decision-making entity and said reward mechanism to said plurality of application environments in an absence of an explicit performance model for said plurality of application environments; processing a result achieved through an application of said decision-making entity and said reward mechanism in accordance with reward-based learning; deriving said policy in accordance with said processing; applying said reward mechanism and said policy to said plurality of application environments; processing a result achieved through said applying said reward mechanism and said policy in accordance with said reward-based learning; and deriving a new policy in accordance with said processing said result achieved through said applying said reward mechanism and said policy, wherein at least one of: said obtaining the decision-making entity, said obtaining the reward mechanism, said applying, said processing, or said deriving is performed using a processor, and wherein said policy is used to allocate said set of computing resources among said plurality of application environments, said set of computing resources comprising at least one of: a physical computing resource, a virtual computing resource, or a power resource to a physical computing device.