Pseudo-MDPs and factored linear action models

In this paper we introduce the concept of pseudo-MDPs to develop abstractions. Pseudo-MDPs relax the requirement that the transition kernel has to be a probability kernel. We show that the new framework captures many existing abstractions. We also introduce the concept of factored linear action models; a special case. Again, the relation of factored linear action models and existing works are discussed. We use the general framework to develop a theory for bounding the suboptimality of policies derived from pseudo-MDPs. Specializing the framework, we recover existing results. We give a leastsquares approach and a constrained optimization approach of learning the factored linear model as well as efficient computation methods. We demonstrate that the constrained optimization approach gives better performance than the least-squares approach with normalization.