A personalized conversational sales agent could have much commercial potential. E-commerce companies such as Amazon, eBay, JD, Alibaba etc. are piloting such kind of agents with their users. However, the research on this topic is very limited and existing solutions are either based on single round adhoc search engine or traditional multi round dialog system. They usually only utilize user inputs in the current session, ignoring users' long term preferences. On the other hand, it is well known that sales conversion rate can be greatly improved based on recommender systems, which learn user preferences based on past purchasing behavior and optimize business oriented metrics such as conversion rate or expected revenue. In this work, we propose to integrate research in dialog systems and recommender systems into a novel and unified deep reinforcement learning framework to build a personalized conversational recommendation agent that optimizes a per session based utility function.