A method of computer-assisted learning of control and/or feedback control of a technical system is provided. A statistical uncertainty of training data used during learning is suitably taken into account when learning control of the technical system. The statistical uncertainty of a quality function, which models an optimal operation of the technical system, is determined by uncertainty propagation and is incorporated during learning of an action-selecting rule. The uncertainty propagation uses a covariance matrix in which non-diagonal elements are ignored. The method can be used for learning control or feedback control of any desired technical systems. In a variant, the method is used for control or feedback control of an operation of a gas turbine. In another variant, the method is used for control or feedback control of a wind power plant.