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In this paper, we apply reinforcement learning, a significant area of machine learning, to formulate an optimal self-learning strategy to interact in an unknown and dynamically variable underwater channel. The dynamic and volatile nature of the underwater channel environment makes it impossible to employ pre-knowledge. In order to select the optimal parameters to transfer data packets, by using reinforcement learning, this problem could be resolved, and better throughput could be achieved without any environmental pre-information. The slow sound velocity in an underwater scenario, means that the delay of transmitting packet acknowledgement back to sender from the receiver is material, deteriorating the convergence speed of the reinforcement learning algorithm. As reinforcement learning requires a timely acknowledgement feedback from the receiver, in this paper, we combine a juggling-like ARQ (Automatic Repeat Request) mechanism with reinforcement learning to minimize the long-delayed reward feedback problem. The simulation is accomplished by OPNET.