This study provides both analysis and a refined, research-ready implementation of Tang and Kucukelbir's Variational Deep Q Network, a novel approach to maximising the efficiency of exploration in complex learning environments using Variational Bayesian Inference. Alongside reference implementations of both Traditional and Double Deep Q Networks, a small novel contribution is presented - the Double Variational Deep Q Network, which incorporates improvements to increase the stability and robustness of inference-based learning. Finally, an evaluation and discussion of the effectiveness of these approaches is discussed in the wider context of Bayesian Deep Learning.