Nowadays, everybody is following the hype around machine learning in general and around deep learning (DL), in particular. We are trying to use it for predicting unexpected down-times of machines, or to discover anomalies in data streams observing machines. What is usually missing is the magic. Most often DL is supervised, which means that someone is labelling some data which gets fed into some algorithm. But as an alternative, there is a new star at the horizon: Reinforcement Learning (RL). This is a concept using an agent and an incentive system to train an agent. By taking the incentives the agent can learn and improve his behavior. As a result, this is a self-learning system and only requires some simple rules. The combination of RL and DL eventually takes us to something we could consider as artificial intelligence. With AlphaGo we have seen how the combination of RL and DL can win a Go tournament. This is a very promising step in an interesting direction. This talk will provide an introduction into reinforcement learning. It shows how reinforcement learning and deep learning can be combined towards an AI system by providing some insights into existing projects. Starting with annotated data and using DL, it is possible to create a base model. This model gets refined with RL mechanisms. Finally, this talk will show how this approaches can be used to map it to Internet of Things and Industry 4.0 scenarios, such as a self-learning robot.