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Proposed by Maddah-Ali and Niesen, a coded caching scheme has been verified to alleviate the load of networks efficiently. Recently, a new technique called placement delivery array (PDA) was proposed to characterize the coded caching scheme. In this paper, we consider a caching system in the scope of ultra dense networks (UDNs). Each base station (BS) has a finite cache and stores some contents. We propose an efficient coded content caching scheme called double coded caching to make the transmission robust to in-and-out wireless network quality. Then the dynamic caching and multicast scheduling are considered to jointly minimize the average delay and power of the content-centric wireless networks. This stochastic optimization problem can be formulated as a Markov decision process (MDP) with unknown transition probabilities and large state space. We propose a deep reinforcement learning approach to deal with the decision problem. Our algorithm uses a variational auto-encoder (VAE) neural network to approximate the state sufficiently, and uses a weighted double Q-learning scheme to reduce variance and overestimation of the Q function. Numerical results demonstrate that the proposed double coded caching scheme increases the probability of the successful transmission, and the caching and scheduling policy can effectively reduce the delay and the power consumption. [ABSTRACT FROM AUTHOR]