This paper investigates the anti-jamming performance of a cognitive radar under a partially observable Markov decision process (POMDP) model. First, we obtain an explicit expression for uncertainty of jammer dynamics, which paves the way for illuminating the performance metric of probability of being jammed for the radar beyond a conventional signal-to-noise ratio ($\mathsf{SNR}$) based analysis. Considering two frequency hopping strategies developed in the framework of reinforcement learning (RL), this performance metric is analyzed with deep Q-network (DQN) and long short term memory (LSTM) networks under various uncertainty values. Finally, the requirement of the target network in the RL algorithm for both network architectures is replaced with a softmax operator. Simulation results show that this operator improves upon the performance of the traditional target network.