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Solving a finite Markov decision process using techniques from dynamic programming such as value or policy iteration require a complete model of the environmental dynamics. The distribution of rewards, transition probabilities, states and actions all need to be fully observable, discrete and complete. For many problem domains, a complete model containing a full representation of the environmental dynamics may not be readily available. Bayesian reinforcement learning (RL)\ is a technique devised to make better use of the information observed through learning than simply computing Q-functions. However, this approach can often require extensive experience in order to build up an accurate representation of the true values. To address this issue, this paper proposes a method for parallelising a Bayesian RL technique aimed at reducing the time it takes to approximate the missing model. We demonstrate the technique on learning next state transition probabilities without prior knowledge. The approach is general e...