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Recent domain adaptation methods have demonstrated impressive improvement on unsupervised domain adaptation problems. However, in the semi-supervised domain adaptation (SSDA) setting where the target domain has a few labeled instances available, these methods can fail to improve performance. Inspired by the effectiveness of pseudo-labels in domain adaptation, we propose a reinforcement learning based selective pseudo-labeling method for semi-supervised domain adaptation. It is difficult for conventional pseudo-labeling methods to balance the correctness and representativeness of pseudo-labeled data. To address this limitation, we develop a deep Q-learning model to select both accurate and representative pseudo-labeled instances. Moreover, motivated by large margin loss's capacity on learning discriminative features with little data, we further propose a novel target margin loss for our base model training to improve its discriminability. Our proposed method is evaluated on several benchmark datasets for SSDA, and demonstrates superior performance to all the comparison methods.