Sepsis is the leading cause of mortality in the ICU, responsible for 6% of all hospitalizations and 35% of all in-hospital deaths in USA. However, there is no universally agreed upon strategy for vasopressor and fluid administration. It has also been observed that different patients respond differently to treatment, highlighting the need for individualized treatment. Vasopressors and fluids are administrated with specific effects to cardiovascular physiology in mind and medical research has suggested that physiologic, hemodynamically guided, approaches to treatment. Thus we propose a novel approach, exploiting and unifying complementary strengths of Mathematical Modelling, Deep Learning, Reinforcement Learning and Uncertainty Quantification, to learn individualized, safe, and uncertainty aware treatment strategies. We first infer patient-specific, dynamic cardiovascular states using a novel physiology-driven recurrent neural network trained in an unsupervised manner. This information, along with a learned low dimensional representation of the patient's lab history and observable data, is then used to derive value distributions using Batch Distributional Reinforcement Learning. Moreover in a safety critical domain it is essential to know what our agent does and does not know, for this we also quantify the model uncertainty associated with each patient state and action, and propose a general framework for uncertainty aware, interpretable treatment policies. This framework can be tweaked easily, to reflect a clinician's own confidence of the framework, and can be easily modified to factor in human expert opinion, whenever it's accessible. Using representative patients and a validation cohort, we show that our method has learned physiologically interpretable generalizable policies.