1. A Brain Machine Interface (BMI) agent that, when operatively coupled to a subject during a mental task to control a prosthetic device, is configured to: monitor neural activity of the subject; determine a state of neural activity based upon monitored spatio-temporal neural activity associated with the mental task via an analysis system configured to determine the state of neural activity corresponding to the spatio-temporal neural activity, the analysis system comprising an adaptive system including a time embedding front-end with arbitrary time varying delay; apply a control action to the prosthetic device in response to the determined state of neural activity; receive reward feedback corresponding to a behavior of the prosthetic device that is in response to the control action; and learn a functional mapping between the state of neural activity and a state-action value of the control action in view of the reward feedback.