TEMPORAL DIFFERENCE-METHODS AND MARKOV-MODELS

The relation between temporal-difference training methods and Markov m odels, which was first noticed by Sutton, is explored. This relation i s derived from a new perspective, and in this way the particular assoc iation between conventional temporal-difference methods and first-orde r Markov models is explained. We then derive a generalization of tempo ral-difference methods that is suitable for Markov models of higher or der. Finally, several issues related to the performance of mismatched temporal-difference methods (i.e., the performance when the temporal-d ifference method is not specifically designed to match the order of th e Markov model) are investigated numerically.