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We cast episodic Markov decision process (MDP) planning as Bayesian inference over policies. A policy is treated as the latent variable and is assigned an unnormalized probability of optimality that is monotone in its expected return,…

Machine Learning · Computer Science 2026-04-14 David Tolpin

Value iteration is a well-known method of solving Markov Decision Processes (MDPs) that is simple to implement and boasts strong theoretical convergence guarantees. However, the computational cost of value iteration quickly becomes…

Machine Learning · Computer Science 2021-07-26 Guanting Chen , Johann Demetrio Gaebler , Matt Peng , Chunlin Sun , Yinyu Ye

We resolve the open question regarding the sample complexity of policy learning for maximizing the long-run average reward associated with a uniformly ergodic Markov decision process (MDP), assuming a generative model. In this context, the…

Machine Learning · Computer Science 2024-02-14 Shengbo Wang , Jose Blanchet , Peter Glynn

Model checking undiscounted reachability and expected-reward properties on Markov decision processes (MDPs) is key for the verification of systems that act under uncertainty. Popular algorithms are policy iteration and variants of value…

Logic in Computer Science · Computer Science 2023-01-25 Arnd Hartmanns , Sebastian Junges , Tim Quatmann , Maximilian Weininger

To overcome the curse of dimensionality and curse of modeling in Dynamic Programming (DP) methods for solving classical Markov Decision Process (MDP) problems, Reinforcement Learning (RL) algorithms are popular. In this paper, we consider…

Machine Learning · Computer Science 2018-11-29 Arghyadip Roy , Vivek Borkar , Abhay Karandikar , Prasanna Chaporkar

We study the fairness of dynamic resource allocation problem under the $\alpha$-fairness criterion. We recognize two different fairness objectives that naturally arise in this problem: the well-understood slot-fairness objective that aims…

Computer Science and Game Theory · Computer Science 2022-11-18 T. Si-Salem , G. Iosifidis , G. Neglia

Existing AI alignment approaches assume that preferences are static, which is unrealistic: our preferences change, and may even be influenced by our interactions with AI systems themselves. To clarify the consequences of incorrectly…

Artificial Intelligence · Computer Science 2024-05-29 Micah Carroll , Davis Foote , Anand Siththaranjan , Stuart Russell , Anca Dragan

The problem of constrained Markov decision process (CMDP) is investigated, where an agent aims to maximize the expected accumulated discounted reward subject to multiple constraints on its utilities/costs. A new primal-dual approach is…

Optimization and Control · Mathematics 2021-10-22 Tianjiao Li , Ziwei Guan , Shaofeng Zou , Tengyu Xu , Yingbin Liang , Guanghui Lan

Modern large-scale computing deployments consist of complex applications running over machine clusters. An important issue in these is the offering of elasticity, i.e., the dynamic allocation of resources to applications to meet fluctuating…

Distributed, Parallel, and Cluster Computing · Computer Science 2017-02-13 Konstantinos Lolos , Ioannis Konstantinou , Verena Kantere , Nectarios Koziris

A large class of decision making under uncertainty problems can be described via Markov decision processes (MDPs) or partially observable MDPs (POMDPs), with application to artificial intelligence and operations research, among others.…

Artificial Intelligence · Computer Science 2021-09-10 Mohamadreza Ahmadi , Ugo Rosolia , Michel D. Ingham , Richard M. Murray , Aaron D. Ames

Calculating optimal policies is known to be computationally difficult for Markov decision processes (MDPs) with Borel state and action spaces. This paper studies finite-state approximations of discrete time Markov decision processes with…

Optimization and Control · Mathematics 2016-09-23 Naci Saldi , Serdar Yüksel , Tamás Linder

The problem of designing a rebalancing algorithm for a large-scale ridehailing system with asymmetric demand is considered here. We pose the rebalancing problem within a semi Markov decision problem (SMDP) framework with closed queues of…

Systems and Control · Electrical Eng. & Systems 2020-07-15 Yuntian Deng , Hao Chen , Shiping Shao , Jiacheng Tang , Jianzong Pi , Abhishek Gupta

Fair resource allocation is an important problem in many real-world scenarios, where resources such as goods and chores must be allocated among agents. In this survey, we delve into the intricacies of fair allocation, focusing specifically…

Computer Science and Game Theory · Computer Science 2023-07-24 Shaily Mishra , Manisha Padala , Sujit Gujar

As artificial intelligence (AI) systems become increasingly integrated into various domains, ensuring that they align with human values becomes critical. This paper introduces a novel formalism to quantify the alignment between AI systems…

Artificial Intelligence · Computer Science 2023-12-27 Fazl Barez , Philip Torr

We consider Markov decision processes (MDPs) in which the transition probabilities and rewards belong to an uncertainty set parametrized by a collection of random variables. The probability distributions for these random parameters are…

Logic in Computer Science · Computer Science 2020-02-26 Murat Cubuktepe , Nils Jansen , Sebastian Junges , Joost-Pieter Katoen , Ufuk Topcu

Recent studies on fairness in automated decision making systems have both investigated the potential future impact of these decisions on the population at large, and emphasized that imposing ''typical'' fairness constraints such as…

Machine Learning · Computer Science 2019-11-19 Joshua Williams , J. Zico Kolter

This paper studies parametric Markov decision processes (pMDPs), an extension to Markov decision processes (MDPs) where transitions probabilities are described by polynomials over a finite set of parameters. Fixing values for all parameters…

Logic in Computer Science · Computer Science 2019-04-03 Tobias Winkler , Sebastian Junges , Guillermo A. Pérez , Joost-Pieter Katoen

This paper is devoted to fair optimization in Multiobjective Markov Decision Processes (MOMDPs). A MOMDP is an extension of the MDP model for planning under uncertainty while trying to optimize several reward functions simultaneously. This…

Artificial Intelligence · Computer Science 2013-09-27 Patrice Perny , Paul Weng , Judy Goldsmith , Josiah Hanna

Canonical models of Markov decision processes (MDPs) usually consider geometric discounting based on a constant discount factor. While this standard modeling approach has led to many elegant results, some recent studies indicate the…

Artificial Intelligence · Computer Science 2023-07-21 Jiarui Gan , Annika Hennes , Rupak Majumdar , Debmalya Mandal , Goran Radanovic

A tenet of reinforcement learning is that the agent always observes rewards. However, this is not true in many realistic settings, e.g., a human observer may not always be available to provide rewards, sensors may be limited or…

Machine Learning · Computer Science 2026-03-24 Alireza Kazemipour , Simone Parisi , Matthew E. Taylor , Michael Bowling
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