Sepsis is one of the leading causes of death in ICU and its timely recognition and management are of primary importance. Resuscitation from hypotension in patients with sepsis is one of the first challenges that require fluid and/or vasopressor administrations. Unfortunately, clinical guidelines provide only indications of the strategy that should be adopted in this critical population but personalized strategies are still missing. In this study, we propose a comparative analysis of reinforcement learning applications on ICU data collected in the electronic health records and publicly available within the MIMIC-III database. The ultimate goal of the study is to estimate the optimal fluid and vasopressor administrations. Results show that, after the use of principal component analysis for reducing feature space dimensionality, model performances increased, thus suggesting that additional preprocessing strategies might be used for both reducing the computational cost and refining model performances. Clinical relevance In a context where clinical guidelines are not able to provide the best treatment strategies at a patient level, reinforcement learning applications trained on retrospectively collected data may be used for developing models able to suggest to clinicians the optimal dosage of fluids and/or vasopressors in order to improve 90-day patients' survival.