A system includes a neural network system implemented by one or more computers. The neural network system is configured to receive an observation characterizing a current state of a real-world environment being interacted with by a robotic agent to perform a robotic task and to process the observation to generate a policy output that defines an action to be performed by the robotic agent in response to the observation. The neural network system includes: (i) a sequence of deep neural networks (DNNs), in which the sequence of DNNs includes a simulation-trained DNN that has been trained on interactions of a simulated version of the robotic agent with a simulated version of the real-world environment to perform a simulated version of the robotic task, and (ii) a first robot-trained DNN that is configured to receive the observation and to process the observation to generate the policy output.