We address shape grammar parsing for facade segmentation using Reinforcement Learning (RL). Shape parsing entails simultaneously optimizing the geometry and the topology (e.g. number of floors) of the facade, so as to optimize the fit of the predicted shape with the responses of pixel-level 'terminal detectors'. We formulate this problem in terms of a Hierarchical Markov Decision Process, by employing a recursive binary split grammar. This allows us to use RL to efficiently find the optimal parse of a given facade in terms of our shape grammar. Building on the RL paradigm, we exploit state aggregation to speedup computation, and introduce image-driven exploration in RL to accelerate convergence. We achieve state-of-the-art results on facade parsing, with a significant speed-up compared to existing methods, and substantial robustness to initial conditions. We demonstrate that the method can also be applied to interactive segmentation, and to a broad variety of architectural styles.