diff --git a/README.md b/README.md
index bd57171..6267588 100644
--- a/README.md
+++ b/README.md
@@ -256,7 +256,7 @@ Tianshou is still under development. More algorithms and features are going to b
 - [ ] More examples on [mujoco, atari] benchmark
 - [ ] More algorithms
 - [ ] Prioritized replay buffer
-- [ ] RNN support
+- [x] RNN support
 - [ ] Imitation Learning
 - [ ] Multi-agent
 - [ ] Distributed training
diff --git a/test/discrete/net.py b/test/discrete/net.py
index d64c32f..ad1f4e7 100644
--- a/test/discrete/net.py
+++ b/test/discrete/net.py
@@ -53,33 +53,39 @@ class Critic(nn.Module):
         return logits
 
 
-class DQN(nn.Module):
-
-    def __init__(self, h, w, action_shape, device='cpu'):
-        super(DQN, self).__init__()
+class Recurrent(nn.Module):
+    def __init__(self, layer_num, state_shape, action_shape, device='cpu'):
+        super().__init__()
+        self.state_shape = state_shape
+        self.action_shape = action_shape
         self.device = device
+        self.fc1 = nn.Linear(np.prod(state_shape), 128)
+        self.nn = nn.LSTM(input_size=128, hidden_size=128,
+                          num_layers=layer_num, batch_first=True)
+        self.fc2 = nn.Linear(128, np.prod(action_shape))
 
-        self.conv1 = nn.Conv2d(4, 16, kernel_size=5, stride=2)
-        self.bn1 = nn.BatchNorm2d(16)
-        self.conv2 = nn.Conv2d(16, 32, kernel_size=5, stride=2)
-        self.bn2 = nn.BatchNorm2d(32)
-        self.conv3 = nn.Conv2d(32, 32, kernel_size=5, stride=2)
-        self.bn3 = nn.BatchNorm2d(32)
-
-        def conv2d_size_out(size, kernel_size=5, stride=2):
-            return (size - (kernel_size - 1) - 1) // stride + 1
-
-        convw = conv2d_size_out(conv2d_size_out(conv2d_size_out(w)))
-        convh = conv2d_size_out(conv2d_size_out(conv2d_size_out(h)))
-        linear_input_size = convw * convh * 32
-        self.fc = nn.Linear(linear_input_size, 512)
-        self.head = nn.Linear(512, action_shape)
-
-    def forward(self, x, state=None, info={}):
-        if not isinstance(x, torch.Tensor):
-            x = torch.tensor(x, device=self.device, dtype=torch.float)
-        x = F.relu(self.bn1(self.conv1(x)))
-        x = F.relu(self.bn2(self.conv2(x)))
-        x = F.relu(self.bn3(self.conv3(x)))
-        x = self.fc(x.reshape(x.size(0), -1))
-        return self.head(x), state
+    def forward(self, s, state=None, info={}):
+        if not isinstance(s, torch.Tensor):
+            s = torch.tensor(s, device=self.device, dtype=torch.float)
+        # s [bsz, len, dim] (training) or [bsz, dim] (evaluation)
+        # In short, the tensor's shape in training phase is longer than which
+        # in evaluation phase.
+        if len(s.shape) == 2:
+            bsz, dim = s.shape
+            length = 1
+        else:
+            bsz, length, dim = s.shape
+        s = self.fc1(s.view([bsz * length, dim]))
+        s = s.view(bsz, length, -1)
+        self.nn.flatten_parameters()
+        if state is None:
+            s, (h, c) = self.nn(s)
+        else:
+            # we store the stack data in [bsz, len, ...] format
+            # but pytorch rnn needs [len, bsz, ...]
+            s, (h, c) = self.nn(s, (state['h'].transpose(0, 1).contiguous(),
+                                    state['c'].transpose(0, 1).contiguous()))
+        s = self.fc2(s)[:, -1]
+        # please ensure the first dim is batch size: [bsz, len, ...]
+        return s, {'h': h.transpose(0, 1).detach(),
+                   'c': c.transpose(0, 1).detach()}
diff --git a/test/discrete/test_drqn.py b/test/discrete/test_drqn.py
new file mode 100644
index 0000000..76a6106
--- /dev/null
+++ b/test/discrete/test_drqn.py
@@ -0,0 +1,113 @@
+import gym
+import torch
+import pprint
+import argparse
+import numpy as np
+from torch.utils.tensorboard import SummaryWriter
+
+from tianshou.env import VectorEnv
+from tianshou.policy import DQNPolicy
+from tianshou.trainer import offpolicy_trainer
+from tianshou.data import Collector, ReplayBuffer
+
+if __name__ == '__main__':
+    from net import Recurrent
+else:  # pytest
+    from test.discrete.net import Recurrent
+
+
+def get_args():
+    parser = argparse.ArgumentParser()
+    parser.add_argument('--task', type=str, default='CartPole-v0')
+    parser.add_argument('--seed', type=int, default=1626)
+    parser.add_argument('--eps-test', type=float, default=0.05)
+    parser.add_argument('--eps-train', type=float, default=0.1)
+    parser.add_argument('--buffer-size', type=int, default=20000)
+    parser.add_argument('--stack-num', type=int, default=4)
+    parser.add_argument('--lr', type=float, default=1e-3)
+    parser.add_argument('--gamma', type=float, default=0.9)
+    parser.add_argument('--n-step', type=int, default=3)
+    parser.add_argument('--target-update-freq', type=int, default=320)
+    parser.add_argument('--epoch', type=int, default=100)
+    parser.add_argument('--step-per-epoch', type=int, default=1000)
+    parser.add_argument('--collect-per-step', type=int, default=10)
+    parser.add_argument('--batch-size', type=int, default=64)
+    parser.add_argument('--layer-num', type=int, default=3)
+    parser.add_argument('--training-num', type=int, default=8)
+    parser.add_argument('--test-num', type=int, default=100)
+    parser.add_argument('--logdir', type=str, default='log')
+    parser.add_argument('--render', type=float, default=0.)
+    parser.add_argument(
+        '--device', type=str,
+        default='cuda' if torch.cuda.is_available() else 'cpu')
+    args = parser.parse_known_args()[0]
+    return args
+
+
+def test_drqn(args=get_args()):
+    env = gym.make(args.task)
+    args.state_shape = env.observation_space.shape or env.observation_space.n
+    args.action_shape = env.action_space.shape or env.action_space.n
+    # train_envs = gym.make(args.task)
+    # you can also use tianshou.env.SubprocVectorEnv
+    train_envs = VectorEnv(
+        [lambda: gym.make(args.task)for _ in range(args.training_num)])
+    # test_envs = gym.make(args.task)
+    test_envs = VectorEnv(
+        [lambda: gym.make(args.task) for _ in range(args.test_num)])
+    # seed
+    np.random.seed(args.seed)
+    torch.manual_seed(args.seed)
+    train_envs.seed(args.seed)
+    test_envs.seed(args.seed)
+    # model
+    net = Recurrent(args.layer_num, args.state_shape,
+                    args.action_shape, args.device)
+    net = net.to(args.device)
+    optim = torch.optim.Adam(net.parameters(), lr=args.lr)
+    policy = DQNPolicy(
+        net, optim, args.gamma, args.n_step,
+        use_target_network=args.target_update_freq > 0,
+        target_update_freq=args.target_update_freq)
+    # collector
+    train_collector = Collector(
+        policy, train_envs, ReplayBuffer(
+            args.buffer_size, stack_num=args.stack_num))
+    # the stack_num is for RNN training: sample framestack obs
+    test_collector = Collector(policy, test_envs)
+    # policy.set_eps(1)
+    train_collector.collect(n_step=args.batch_size)
+    # log
+    writer = SummaryWriter(args.logdir + '/' + 'dqn')
+
+    def stop_fn(x):
+        return x >= env.spec.reward_threshold
+
+    def train_fn(x):
+        policy.set_eps(args.eps_train)
+
+    def test_fn(x):
+        policy.set_eps(args.eps_test)
+
+    # trainer
+    result = offpolicy_trainer(
+        policy, train_collector, test_collector, args.epoch,
+        args.step_per_epoch, args.collect_per_step, args.test_num,
+        args.batch_size, train_fn=train_fn, test_fn=test_fn,
+        stop_fn=stop_fn, writer=writer)
+
+    assert stop_fn(result['best_reward'])
+    train_collector.close()
+    test_collector.close()
+    if __name__ == '__main__':
+        pprint.pprint(result)
+        # Let's watch its performance!
+        env = gym.make(args.task)
+        collector = Collector(policy, env)
+        result = collector.collect(n_episode=1, render=args.render)
+        print(f'Final reward: {result["rew"]}, length: {result["len"]}')
+        collector.close()
+
+
+if __name__ == '__main__':
+    test_drqn(get_args())
diff --git a/tianshou/data/buffer.py b/tianshou/data/buffer.py
index efda12e..91fc9c3 100644
--- a/tianshou/data/buffer.py
+++ b/tianshou/data/buffer.py
@@ -41,9 +41,10 @@ class ReplayBuffer(object):
         array([ True,  True,  True,  True])
     """
 
-    def __init__(self, size):
+    def __init__(self, size, stack_num=0):
         super().__init__()
         self._maxsize = size
+        self._stack = stack_num
         self.reset()
 
     def __len__(self):
@@ -113,14 +114,28 @@ class ReplayBuffer(object):
             ])
         return self[indice], indice
 
+    def _get_stack(self, indice, key):
+        if self.__dict__.get(key, None) is None:
+            return None
+        if self._stack == 0:
+            return self.__dict__[key][indice]
+        stack = []
+        for i in range(self._stack):
+            stack = [self.__dict__[key][indice]] + stack
+            indice = indice - 1 + self.done[indice - 1].astype(np.int)
+            indice[indice == -1] = self._size - 1
+        return np.stack(stack, axis=1)
+
     def __getitem__(self, index):
-        """Return a data batch: self[index]."""
+        """Return a data batch: self[index]. If stack_num is set to be > 0,
+        return the stacked obs and obs_next with shape [batch, len, ...].
+        """
         return Batch(
-            obs=self.obs[index],
+            obs=self._get_stack(index, 'obs'),
             act=self.act[index],
             rew=self.rew[index],
             done=self.done[index],
-            obs_next=self.obs_next[index],
+            obs_next=self._get_stack(index, 'obs_next'),
             info=self.info[index]
         )
 
diff --git a/tianshou/data/collector.py b/tianshou/data/collector.py
index 3572d6c..ca1bd19 100644
--- a/tianshou/data/collector.py
+++ b/tianshou/data/collector.py
@@ -150,12 +150,30 @@ class Collector(object):
             self.env.close()
 
     def _make_batch(self, data):
+        """Return [data]."""
         if isinstance(data, np.ndarray):
             return data[None]
         else:
             return np.array([data])
 
-    def collect(self, n_step=0, n_episode=0, render=0):
+    def _reset_state(self, id):
+        """Reset self.state[id]."""
+        if self.state is None:
+            return
+        if isinstance(self.state, list):
+            self.state[id] = None
+        elif isinstance(self.state, dict):
+            for k in self.state:
+                if isinstance(self.state[k], list):
+                    self.state[k][id] = None
+                elif isinstance(self.state[k], torch.Tensor) or \
+                        isinstance(self.state[k], np.ndarray):
+                    self.state[k][id] = 0
+        elif isinstance(self.state, torch.Tensor) or \
+                isinstance(self.state, np.ndarray):
+            self.state[id] = 0
+
+    def collect(self, n_step=0, n_episode=0, render=None):
         """Collect a specified number of step or episode.
 
         :param int n_step: how many steps you want to collect.
@@ -163,7 +181,7 @@ class Collector(object):
             environment).
         :type n_episode: int or list
         :param float render: the sleep time between rendering consecutive
-            frames. No rendering if it is ``0`` (default option).
+            frames, defaults to ``None`` (no rendering).
 
         .. note::
 
@@ -218,9 +236,10 @@ class Collector(object):
                 self._act = result.act
             obs_next, self._rew, self._done, self._info = self.env.step(
                 self._act if self._multi_env else self._act[0])
-            if render > 0:
+            if render is not None:
                 self.env.render()
-                time.sleep(render)
+                if render > 0:
+                    time.sleep(render)
             self.length += 1
             self.reward += self._rew
             if self._multi_env:
@@ -253,16 +272,7 @@ class Collector(object):
                         self.reward[i], self.length[i] = 0, 0
                         if self._cached_buf:
                             self._cached_buf[i].reset()
-                        if isinstance(self.state, list):
-                            self.state[i] = None
-                        elif self.state is not None:
-                            if isinstance(self.state[i], dict):
-                                self.state[i] = {}
-                            else:
-                                self.state[i] = self.state[i] * 0
-                            if isinstance(self.state, torch.Tensor):
-                                # remove ref count in pytorch (?)
-                                self.state = self.state.detach()
+                        self._reset_state(i)
                 if sum(self._done):
                     obs_next = self.env.reset(np.where(self._done)[0])
                 if n_episode != 0:
diff --git a/tianshou/policy/a2c.py b/tianshou/policy/a2c.py
index 52bd543..9ee807f 100644
--- a/tianshou/policy/a2c.py
+++ b/tianshou/policy/a2c.py
@@ -27,7 +27,7 @@ class A2CPolicy(PGPolicy):
                  dist_fn=torch.distributions.Categorical,
                  discount_factor=0.99, vf_coef=.5, ent_coef=.01,
                  max_grad_norm=None, **kwargs):
-        super().__init__(None, optim, dist_fn, discount_factor)
+        super().__init__(None, optim, dist_fn, discount_factor, **kwargs)
         self.actor = actor
         self.critic = critic
         self._w_vf = vf_coef
diff --git a/tianshou/policy/ddpg.py b/tianshou/policy/ddpg.py
index a7a9578..b07f64d 100644
--- a/tianshou/policy/ddpg.py
+++ b/tianshou/policy/ddpg.py
@@ -34,7 +34,7 @@ class DDPGPolicy(BasePolicy):
                  tau=0.005, gamma=0.99, exploration_noise=0.1,
                  action_range=None, reward_normalization=False,
                  ignore_done=False, **kwargs):
-        super().__init__()
+        super().__init__(**kwargs)
         if actor is not None:
             self.actor, self.actor_old = actor, deepcopy(actor)
             self.actor_old.eval()
diff --git a/tianshou/policy/dqn.py b/tianshou/policy/dqn.py
index e8980a9..bd370bb 100644
--- a/tianshou/policy/dqn.py
+++ b/tianshou/policy/dqn.py
@@ -22,7 +22,7 @@ class DQNPolicy(BasePolicy):
 
     def __init__(self, model, optim, discount_factor=0.99,
                  estimation_step=1, target_update_freq=0, **kwargs):
-        super().__init__()
+        super().__init__(**kwargs)
         self.model = model
         self.optim = optim
         self.eps = 0
diff --git a/tianshou/policy/pg.py b/tianshou/policy/pg.py
index ca31738..47b397d 100644
--- a/tianshou/policy/pg.py
+++ b/tianshou/policy/pg.py
@@ -17,7 +17,7 @@ class PGPolicy(BasePolicy):
 
     def __init__(self, model, optim, dist_fn=torch.distributions.Categorical,
                  discount_factor=0.99, **kwargs):
-        super().__init__()
+        super().__init__(**kwargs)
         self.model = model
         self.optim = optim
         self.dist_fn = dist_fn
diff --git a/tianshou/policy/ppo.py b/tianshou/policy/ppo.py
index 1bca452..a75eddb 100644
--- a/tianshou/policy/ppo.py
+++ b/tianshou/policy/ppo.py
@@ -36,7 +36,7 @@ class PPOPolicy(PGPolicy):
                  ent_coef=.0,
                  action_range=None,
                  **kwargs):
-        super().__init__(None, None, dist_fn, discount_factor)
+        super().__init__(None, None, dist_fn, discount_factor, **kwargs)
         self._max_grad_norm = max_grad_norm
         self._eps_clip = eps_clip
         self._w_vf = vf_coef
diff --git a/tianshou/policy/sac.py b/tianshou/policy/sac.py
index 7a28dc3..80cfe52 100644
--- a/tianshou/policy/sac.py
+++ b/tianshou/policy/sac.py
@@ -40,7 +40,8 @@ class SACPolicy(DDPGPolicy):
                  alpha=0.2, action_range=None, reward_normalization=False,
                  ignore_done=False, **kwargs):
         super().__init__(None, None, None, None, tau, gamma, 0,
-                         action_range, reward_normalization, ignore_done)
+                         action_range, reward_normalization, ignore_done,
+                         **kwargs)
         self.actor, self.actor_optim = actor, actor_optim
         self.critic1, self.critic1_old = critic1, deepcopy(critic1)
         self.critic1_old.eval()
diff --git a/tianshou/policy/td3.py b/tianshou/policy/td3.py
index 5df68f6..4d593d2 100644
--- a/tianshou/policy/td3.py
+++ b/tianshou/policy/td3.py
@@ -46,7 +46,7 @@ class TD3Policy(DDPGPolicy):
                  reward_normalization=False, ignore_done=False, **kwargs):
         super().__init__(actor, actor_optim, None, None, tau, gamma,
                          exploration_noise, action_range, reward_normalization,
-                         ignore_done)
+                         ignore_done, **kwargs)
         self.critic1, self.critic1_old = critic1, deepcopy(critic1)
         self.critic1_old.eval()
         self.critic1_optim = critic1_optim
diff --git a/tianshou/trainer/offpolicy.py b/tianshou/trainer/offpolicy.py
index 78ea860..2cfa5c7 100644
--- a/tianshou/trainer/offpolicy.py
+++ b/tianshou/trainer/offpolicy.py
@@ -53,9 +53,8 @@ def offpolicy_trainer(policy, train_collector, test_collector, max_epoch,
         policy.train()
         if train_fn:
             train_fn(epoch)
-        with tqdm.tqdm(
-                total=step_per_epoch, desc=f'Epoch #{epoch}',
-                **tqdm_config) as t:
+        with tqdm.tqdm(total=step_per_epoch, desc=f'Epoch #{epoch}',
+                       **tqdm_config) as t:
             while t.n < t.total:
                 result = train_collector.collect(n_step=collect_per_step)
                 data = {}
diff --git a/tianshou/trainer/onpolicy.py b/tianshou/trainer/onpolicy.py
index e633c5b..7f58431 100644
--- a/tianshou/trainer/onpolicy.py
+++ b/tianshou/trainer/onpolicy.py
@@ -58,9 +58,8 @@ def onpolicy_trainer(policy, train_collector, test_collector, max_epoch,
         policy.train()
         if train_fn:
             train_fn(epoch)
-        with tqdm.tqdm(
-                total=step_per_epoch, desc=f'Epoch #{epoch}',
-                **tqdm_config) as t:
+        with tqdm.tqdm(total=step_per_epoch, desc=f'Epoch #{epoch}',
+                       **tqdm_config) as t:
             while t.n < t.total:
                 result = train_collector.collect(n_episode=collect_per_step)
                 data = {}