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As a contribution toward the goal of adaptable, intelligent artificial limbs, this work introduces a continuous actor-critic reinforcement learning method for optimizing the control of multi-function myoelectric devices. Using a simulated upper-arm robotic prosthesis, we demonstrate how it is possible to derive successful limb controllers from myoelectric data using only a sparse human-delivered training signal, without requiring detailed knowledge about the task domain. This reinforcement-based machine learning framework is well suited for use by both patients and clinical staff, and may be easily adapted to different application domains and the needs of individual amputees. To our knowledge, this is the first my-oelectric control approach that facilitates the online learning of new amputee-specific motions based only on a one-dimensional (scalar) feedback signal provided by the user of the prosthesis.