Policy Learning approaches are among the best suited methods for high-dimensional, continuous control systems such as anthropomorphic robot arms and humanoid robots. In this paper, we show two contributions: firstly, we show a unified perspective which allows us to derive several policy learning algorithms from a common point of view, i.e, policy gradient algorithms, natural- gradient algorithms and EM-like policy learning. Secondly, we present several applications to both robot motor primitive learning as well as to robot control in task space. Results both from simulation and several different real robots are shown.