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In this paper, dynamic non-cooperative coexistence between a cognitive pulsed radar and a nearby communications system is addressed by applying nonlinear value function approximation via deep reinforcement learning (Deep RL) to develop a policy for optimal radar performance. The radar learns to vary the bandwidth and center frequency of its linear frequency modulated (LFM) waveforms to mitigate mutual interference with other systems and improve target detection performance while also maintaining sufficient utilization of the available frequency bands required for a fine range resolution. We demonstrate that our approach, based on the Deep Q-Learning (DQL) algorithm, enhances important radar metrics, including SINR and bandwidth utilization, more effectively than policy iteration or sense-and-avoid (SAA) approaches in a variety of realistic coexistence environments. We also extend the DQL-based approach to incorporate Double Q-learning and a recurrent neural network to form a Double Deep Recurrent Q-Network (DDRQN). We demonstrate the DDRQN results in favorable performance and stability compared to DQL and policy iteration. Finally, we demonstrate the practicality of our proposed approach through a discussion of experiments performed on a software defined radar (SDRadar) prototype system. Our experimental results indicate that the proposed Deep RL approach significantly improves radar detection performance in congested spectral environments when compared to policy iteration and SAA.