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Algorithmic decisions made by machine learning models in high-stakes domains may have lasting impacts over time. However, naive applications of standard fairness criterion in static settings over temporal domains may lead to delayed and…

Machine Learning · Computer Science 2022-03-01 Jianfeng Chi , Jian Shen , Xinyi Dai , Weinan Zhang , Yuan Tian , Han Zhao

While significant advancements have been made in the field of fair machine learning, the majority of studies focus on scenarios where the decision model operates on a static population. In this paper, we study fairness in dynamic systems…

Machine Learning · Computer Science 2024-01-15 Yaowei Hu , Jacob Lear , Lu Zhang

We study the sequential decision-making problem of allocating a limited resource to agents that reveal their stochastic demands on arrival over a finite horizon. Our goal is to design fair allocation algorithms that exhaust the available…

Machine Learning · Computer Science 2023-06-21 Parisa Hassanzadeh , Eleonora Kreacic , Sihan Zeng , Yuchen Xiao , Sumitra Ganesh

It has recently been shown that if feedback effects of decisions are ignored, then imposing fairness constraints such as demographic parity or equality of opportunity can actually exacerbate unfairness. We propose to address this challenge…

Machine Learning · Computer Science 2021-10-12 Min Wen , Osbert Bastani , Ufuk Topcu

Long-term fairness is an important factor of consideration in designing and deploying learning-based decision systems in high-stake decision-making contexts. Recent work has proposed the use of Markov Decision Processes (MDPs) to formulate…

Machine Learning · Computer Science 2022-10-25 Eric Yang Yu , Zhizhen Qin , Min Kyung Lee , Sicun Gao

We consider fair resource allocation in sequential decision-making environments modeled as weakly coupled Markov decision processes, where resource constraints couple the action spaces of $N$ sub-Markov decision processes (sub-MDPs) that…

Machine Learning · Computer Science 2025-04-29 Xiaohui Tu , Yossiri Adulyasak , Nima Akbarzadeh , Erick Delage

Long-run average optimization problems for Markov decision processes (MDPs) require constructing policies with optimal steady-state behavior, i.e., optimal limit frequency of visits to the states. However, such policies may suffer from…

Multiagent Systems · Computer Science 2023-12-20 David Klaška , Antonín Kučera , Vojtěch Kůr , Vít Musil , Vojtěch Řehák

We present a unified framework based on primal-dual stochastic mirror descent for approximately solving infinite-horizon Markov decision processes (MDPs) given a generative model. When applied to an average-reward MDP with $A_{tot}$ total…

Machine Learning · Computer Science 2020-08-31 Yujia Jin , Aaron Sidford

As Recommender Systems (RS) influence more and more people in their daily life, the issue of fairness in recommendation is becoming more and more important. Most of the prior approaches to fairness-aware recommendation have been situated in…

Information Retrieval · Computer Science 2021-01-12 Yingqiang Ge , Shuchang Liu , Ruoyuan Gao , Yikun Xian , Yunqi Li , Xiangyu Zhao , Changhua Pei , Fei Sun , Junfeng Ge , Wenwu Ou , Yongfeng Zhang

Markov decision processes (MDPs) are standard models for probabilistic systems with non-deterministic behaviours. Mean payoff (or long-run average reward) provides a mathematically elegant formalism to express performance related…

Performance · Computer Science 2017-09-08 Jan Křetínský , Tobias Meggendorfer

Markov Decision Processes (MDPs) are a mathematical framework for modeling sequential decision making under uncertainty. The classical approaches for solving MDPs are well known and have been widely studied, some of which rely on…

Machine Learning · Computer Science 2018-05-18 Joshua R. Bertram , Xuxi Yang , Peng Wei

Markov decision process (MDP) is a decision making framework where a decision maker is interested in maximizing the expected discounted value of a stream of rewards received at future stages at various states which are visited according to…

Optimization and Control · Mathematics 2022-12-19 Hoang Nam Nguyen , Abdel Lisser , Vikas Vikram Singh

Markov decision processes (MDP) and continuous-time MDP (CTMDP) are the fundamental models for non-deterministic systems with probabilistic uncertainty. Mean payoff (a.k.a. long-run average reward) is one of the most classic objectives…

Systems and Control · Electrical Eng. & Systems 2022-06-06 Chaitanya Agarwal , Shibashis Guha , Jan Křetínský , M. Pazhamalai

This paper proposes a new formulation for the dynamic resource allocation problem, which converts the traditional MDP model with known parameters and no capacity constraints to a new model with uncertain parameters and a resource capacity…

Optimization and Control · Mathematics 2020-11-10 Onur Demiray , Evrim Didem Güneş , Lerzan Örmeci

Fairness plays a crucial role in various multi-agent systems (e.g., communication networks, financial markets, etc.). Many multi-agent dynamical interactions can be cast as Markov Decision Processes (MDPs). While existing research has…

Machine Learning · Computer Science 2023-06-02 Peizhong Ju , Arnob Ghosh , Ness B. Shroff

Matching in two-sided markets such as ride-hailing has recently received significant attention. However, existing studies on ride-hailing mainly focus on optimising efficiency, and fairness issues in ride-hailing have been neglected.…

Artificial Intelligence · Computer Science 2024-07-26 Yufan Kang , Jeffrey Chan , Wei Shao , Flora D. Salim , Christopher Leckie

Markov Decision Processes (MDPs) have been used to formulate many decision-making problems in science and engineering. The objective is to synthesize the best decision (action selection) policies to maximize expected rewards (minimize…

Optimization and Control · Mathematics 2015-07-08 Mahmoud El Chamie , Behcet Acikmese

We study the relation between different Markov Decision Process (MDP) frameworks in the machine learning and econometrics literatures, including the standard MDP, the entropy and general regularized MDP, and stochastic MDP, where the latter…

Optimization and Control · Mathematics 2020-08-19 Tien Mai , Patrick Jaillet

This paper investigates the optimization problem of an infinite stage discrete time Markov decision process (MDP) with a long-run average metric considering both mean and variance of rewards together. Such performance metric is important…

Optimization and Control · Mathematics 2020-08-11 Li Xia

Robust Markov decision processes (RMDPs) extend standard Markov decision processes (MDPs) to account for uncertainty in the transition probabilities. RMDPs have an uncertainty set that defines a set of possible transition functions, each of…

Logic in Computer Science · Computer Science 2026-04-30 Marnix Suilen , Guillermo A. Pérez
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