This paper reviews recent works related to applications of reinforcement learning in power system optimal control problems. Based on an extensive analysis of works in the recent literature, we attempt to better understand the gap between reinforcement learning methods that rely on complete or incomplete information about the model dynamics and data-driven reinforcement learning approaches. More specifically we ask how such models change based on the application or the algorithm, what the currently open theoretical and numerical challenges are in each of the leading applications, and which reinforcement-based control strategies will rise in the following years. The reviewed research works are divided into “model-based” methods and “model-free” methods in order to highlight the current developments and trends within each of these two groups. The optimal control problems reviewed are energy markets, grid stability and control, energy management in buildings, electrical vehicles, and energy storage.