Methods, systems, and apparatus, including computer programs encoded on computer storage media, for training a neural network system used to control an agent interacting with an environment to perform a specified task. One of the methods includes causing the agent to perform a task episode in which the agent attempts to perform the specified task; for each of one or more particular time steps in the sequence: generating a modified reward for the particular time step from (i) the actual reward at the time step and (ii) value predictions at one or more time steps that are more than a threshold number of time steps after the particular time step in the sequence; and training, through reinforcement learning, the neural network system using at least the modified rewards for the particular time steps.