R. Tibshirani, Regression shrinkage and selection via the lasso, Journal of the Royal Statistical Society. Series B, 1994.

R. Sutton and A. Barto, Reinforcement Learning, 1998.
URL : https://hal.archives-ouvertes.fr/hal-00764281

B. Efron, T. Hastie, I. Johnstone, and R. Tibshirani, Least-angle regression, Annals of statistics, vol.32, issue.2, pp.407-499, 2004.

M. L. Puterman, Markov Decision Processes: Discrete Stochastic Dynamic Programming, 1994.

S. Har-peled, D. Roth, and D. Zimak, Constraint classification: A new approach to multiclass classification, Algorithmic Learning Theory, pp.1-11, 2002.

M. G. Lagoudakis and R. Parr, Reinforcement learning as classification: Leveraging modern classifiers, p.2003, 2003.

R. Fan, K. Chang, C. Hsieh, X. Wang, and C. Lin, LIBLINEAR: A library for large linear classification, pp.1871-1874, 2008.

I. Guyon and A. Elisseefi, An Introduction to Variable and Feature Selection, Journal of Machine Learning Research, vol.378, pp.1157-1182, 2003.

S. Girgin, P. Preux, M. Neill, L. Vanneschi, S. Gustafson et al., Feature discovery in reinforcement learning using genetic programming, EuroGP 2008, pp.218-229, 2008.
URL : https://hal.archives-ouvertes.fr/hal-00826056

R. Gaudel and M. Sebag, Feature Selection as a One-Player Game, p.ICML, 2010.
URL : https://hal.archives-ouvertes.fr/inria-00484049

E. Ertin, Reinforcement learning and design of nonparametric sequential decision networks, Proceedings of SPIE, pp.40-47, 2002.

S. Ji and L. Carin, Cost-sensitive feature acquisition and classification, Pattern Recognition, vol.40, issue.5, pp.1474-1485, 2007.
DOI : 10.1016/j.patcog.2006.11.008

B. Póczos, Y. Abbasi-yadkori, C. Szepesvári, R. Greiner, and N. Sturtevant, Learning when to stop thinking and do something, pp.1-8, 2009.

G. Dulac-arnold, L. Denoyer, and P. Gallinari, Text Classification: A Sequential Reading Approach, pp.411-423, 2011.
DOI : 10.1007/978-3-642-20161-5_41

URL : https://hal.archives-ouvertes.fr/inria-00607185

M. Preda, Adaptive building of decision trees by reinforcement learning, Proceedings of the 7th WSEAS, pp.34-39, 2007.