After reading some tutorials I am still unsure about the definition of any episode. Is episode defined as one walk through from the start state to an exit/goal state?
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That depends on the task/environment. In tasks where there is a well-defined exit/goal state (and possibly also other kinds of terminal states, like failure states), yes, that could be an episode.
Often, there will also be a time limit (e.g. episode will be terminated if a certain amount of time has passed, regardless of success/failure.
Basically, whoever specifies the problem can also choose how to define an episode, it is not always defined in the same way.

Dennis Soemers
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