An Analysis of Linear Models, Linear Value-Function Approximation, and Feature Selection for Reinforcement Learning
Ron Parr, Lihong Li*, Gavin Taylor, Christopher Painter-Wakefield, Michael Littman*
| We show that linear value-function approximation is equivalent to a form of linear model approximation. We then derive a relationship between the model-approximation error and the Bellman error, and show how this relationship can guide feature selection for model improvement and/or value-function improvement. We also show how these results give insight into the behavior of existing feature-selection algorithms. | 
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See the paper or poster from ICML '08.
* Rutgers University