In the proposed work, Reinforcement Learning has been used to identify Coronavirus disease (COVID-19) amongst viral pneumonia and normal conditions using chest X-ray images. Here, the JAYA-Optimized Fuzzy Reinforcement Learning algorithm, in conjunction with Wavelet Transform-based feature extraction and Principal Component Analysis-based feature reduction technique, has been applied to construct the proposed classifier. Predication accuracy achieved with the proposed approach for COVID-19, viral pneumonia, and normal cases is 87.75%, 95.63%, and 96.89%, respectively. The average classification accuracy is 93.43%. The results show that the JAYA-Optimized Fuzzy Reinforcement Learning approach attains high accuracy and is superior to other contemporary classifiers, i.e. Support Vector Machine, Artificial Neural Network, Tree Algorithm, and K-Nearest Neighbor. The work aims to develop a classifier that can segregate COVID-19 cases from normal and viral pneumonia cases based on the chest X-ray images and is online, adaptive, accurate, and fast. The classifier could serve as a diagnostic tool for healthcare professionals in the current pandemic.