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From a future perspective and with the current advancements in technology, deep reinforcement learning (DRL) is set to play an important role in several areas like transportation, automation, finance, medical and in many more fields with less human interaction. With the popularity of its fast‐learning algorithms there is an exponential increase in the opportunities for handling dynamic environments without any explicit programming. Additionally, DRL sophisticatedly handles real‐world complex problems in different environments. It has grasped great attention in the areas of natural language processing (NLP), speech recognition, computer vision and image classification which has led to a drastic increase in solving complex problems like planning, decision‐making and perception. This survey provides a comprehensive analysis of DRL and different types of neural network, DRL architectures, and their real‐world …