Sleep/wake-up scheduling is one of the fundamental problems in Wireless Sensor Networks (WSNs), since the energy of sensor nodes is limited and they are usually unrechargeable. The purpose of sleep/wake-up scheduling is to save the energy of each node by keeping nodes in sleep mode as long as possible (without sacrificing packet delivery efficiency) and thereby maxmising their lifetime. In this paper, a self-adaptive sleep/wake-up scheduling approach is proposed. Unlike most existing studies that use the duty cycling technique, which incurs a trade-off between packet delivery delay and energy saving, the proposed approach, which does not us duty cycling, avoids such a trade-off. The proposed approach, based on the reinforcement learning technique, enables each node to autonomously decide its own operation mode (sleep, listen or transmission) in each time slot in a decentralised manner. Simulation results demonstrate the good performance of the proposed approach in various circumstances.