There is an increasing interest in Reinforcement Learning to solve new and more challenging problems, as those emerging in robotics and unmanned autonomous vehicles. To face these complex systems, a hierarchical and multi-scale representation is crucial. This has brought the interest on Hierarchical Deep Reinforcement learning systems. Despite their successful application, Deep Reinforcement Learning systems suffer from a variety of drawbacks: they are data hungry, they lack of interpretability, and it is difficult to derive theoretical properties about their behavior. Classical Hierarchical Reinforcement Learning approaches, while not suffering from these drawbacks, are often suited for finite actions, and finite states, only. Furthermore,...