This paper presents Collaborative Reinforcement Learning (CRL), a coordination model for online system optimization in decentralized multi-agent systems. In CRL system optimization problems are represented as a set of discrete optimization problems, each of whose solution cost is minimized by model-based reinforcement learning agents collaborating on their solution. CRL systems can be built to provide autonomic behaviours such as optimizing system performance in an unpredictable environment and adaptation to partial failures. We evaluate CRL using an ad hoc routing protocol that optimizes system routing performance in an unpredictable network environment.