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We consider the problem of learning action models for planning in unknown stochastic environments that can be defined using the Probabilistic Planning Domain Description Language (PPDDL). As input, we are given a set of previously executed trajectories, and the main challenge is to learn an action model that has a similar goal achievement probability to the policies used to create these trajectories. To this end, we introduce a variant of PPDDL in which there is uncertainty about the transition probabilities, specified by an interval for each factor that contains the respective true transition probabilities. Then, we present SAM+, an algorithm that learns such an imprecise-PPDDL environment model. SAM+ has a polynomial time and sample complexity, and guarantees that with high probability, the true environment is indeed captured by the defined intervals. We prove that the action model SAM+ outputs has a goal achievement probability that is almost as good or better than that of the policies used to produced the training trajectories. Then, we show how to produce a PPDDL model based on this imprecise-PPDDL model that has similar properties.