Identifying unusual crowd events is highly challenging, laborious, and prone to errors in video surveillance applications. We propose a novel end-to-end deep learning architecture called Stacked Denoising Auto-Encoder (DeepSDAE) to address these challenges, comprising SDAE, VGG16 and Plane-based one-class Support Vector Machine (SVM), abbreviated as PSVM, to detect anomalies such as stationary people in an active scene or loitering activities in a crowded scene. The DeepSDAE framework is a hybrid deep learning architecture. It consists of a four-layered SDAE and an enhanced convolutional neural network (CNN) model. Our framework employs Reinforcement Learning to optimise the learning parameters to detect crowd anomalies. We use the Markov Decision Process (MDP) with Deep Q-learning to find the optimal Q value. We also present a late fusion procedure to combine individual decisions from the intermediate and final layers of the SDAE and VGG16 networks to detect different anomalies. Our experiments on four real-world datasets reveal the superior performance of our proposed framework in detecting (frame-level and pixel-level) anomalies.