Reinforcement learning agents for resource allocation for iterative workloads, such as training Deep Neural Networks, are configured. One method comprises obtaining a specification of an iterative workload comprising multiple states and a set of available actions for each state, and a domain model of the iterative workload relating allocated resources with service metrics; adjusting weights of a reinforcement learning agent by performing iteration steps for each simulated iteration of the iterative workload and using variables from the simulated iteration to refine the reinforcement learning agent; and determining a dynamic resource allocation policy for the iterative workload. The exemplary iteration steps comprise: (a) selecting an action for a current state, obtaining a reward for the selected action and selecting a next state based on the current state and/or the selected action; (b) updating a function that evaluates a quality of a plurality of state-action combinations; and (c) repeating steps (a) and (b) with a new allocation of resources.