A data processing device includes a state value calculation unit which calculates a state value of which the value increases as much as a state with a high transition probability for each state of the state transition model, an action value calculation unit which calculates an action value, of which the value increases as a transition probability increases for each state of the state transition model and each action that the agent can perform, a target state setting unit which sets a state with great unevenness in the action value among states of the state transition model to a target state that is the target to reach by action performed by the agent, and an action selection unit which selects an action of the agent so as to move toward the target state.