Infinite state/belief/world space. Infinite action space. It's not so much that there aren't rules (there are - physics), it's that the complexity of the full set of rules is exponential or super-exponential.
EDIT: clarified my language to address below reply.
http://arxiv.org/abs/1509.02971
The fact that the (reinforcement) learning problem is hard or not is not directly related to whether the observation and action spaces are discrete or continuous.
- discrete spaces such as atari games and go, - continuous spaces such as driving a car, controlling a robot or bid on a ad exchange.