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Whenever countries are threatened by a pandemic, as is the case with the COVID-19 virus, governments should take the right actions to safeguard public health as well as to mitigate the negative effects on the economy. In this regard, there are two completely different approaches governments can take: a restrictive one, in which drastic measures such as self-isolation can seriously damage the economy, and a more liberal one, where more relaxed restrictions may put at risk a high percentage of the population. The optimal approach could be somewhere in between, and, in order to make the right decisions, it is necessary to accurately estimate the future effects of taking one or other measures. In this paper, we use the SEIR epidemiological model (Susceptible - Exposed - Infected - Recovered) for infectious diseases to represent the evolution of the virus COVID-19 over time in the population. To optimize the best sequences of actions governments can take, we propose a methodology with two approaches, one based on Deep Q-Learning and another one based on Genetic Algorithms. The sequences of actions (confinement, self-isolation, two-meter distance or not taking restrictions) are evaluated according to a reward system focused on meeting two objectives: firstly, getting few people infected so that hospitals are not overwhelmed with critical patients, and secondly, avoiding taking drastic measures for too long which can potentially cause serious damage to the economy. The conducted experiments prove that our methodology is a valid tool to discover actions governments can take to reduce the negative effects of a pandemic in both senses. We also prove that the approach based on Deep Q-Learning overcomes the one based on Genetic Algorithms for optimizing the sequences of actions.