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The goal of a traditional Markov decision process (MDP) is to maximize expected cumulative reward over a defined horizon (possibly infinite). In many applications, however, a decision maker may be interested in optimizing a specific…

Artificial Intelligence · Computer Science 2025-10-16 Xiaocheng Li , Huaiyang Zhong , Margaret L. Brandeau

We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of $O( \sqrt{\tau (\ln|S|+\ln|A|)T}\ln(T))$, where $S$…

Machine Learning · Computer Science 2019-05-28 Adrian Rivera Cardoso , He Wang , Huan Xu

Markov decision processes (MDPs) are a fundamental model in sequential decision making. Robust MDPs (RMDPs) extend this framework by allowing uncertainty in transition probabilities and optimizing against the worst-case realization of that…

Artificial Intelligence · Computer Science 2026-02-02 Ali Asadi , Krishnendu Chatterjee , Ehsan Goharshady , Mehrdad Karrabi , Alipasha Montaseri , Carlo Pagano

Dynamic optimization of mean and variance in Markov decision processes (MDPs) is a long-standing challenge caused by the failure of dynamic programming. In this paper, we propose a new approach to find the globally optimal policy for…

Optimization and Control · Mathematics 2023-02-28 Li Xia , Shuai Ma

The solution convergence of Markov Decision Processes (MDPs) can be accelerated by prioritized sweeping of states ranked by their potential impacts to other states. In this paper, we present new heuristics to speed up the solution…

Artificial Intelligence · Computer Science 2019-01-07 Shoubhik Debnath , Lantao Liu , Gaurav Sukhatme

Integrated task and motion planning has emerged as a challenging problem in sequential decision making, where a robot needs to compute high-level strategy and low-level motion plans for solving complex tasks. While high-level strategies…

Artificial Intelligence · Computer Science 2018-02-19 Siddharth Srivastava , Nishant Desai , Richard Freedman , Shlomo Zilberstein

We propose an algorithm for deterministic continuous Markov Decision Processes with sparse rewards that computes the optimal policy exactly with no dependency on the size of the state space. The algorithm has time complexity of $O( |R|^3…

Machine Learning · Computer Science 2018-05-21 Joshua R. Bertram , Peng Wei

This paper studies a long-term resource allocation problem over multiple periods where each period requires a multi-stage decision-making process. We formulate the problem as an online allocation problem in an episodic finite-horizon…

Data Structures and Algorithms · Computer Science 2023-10-20 Duksang Lee , William Overman , Dabeen Lee

While machine learning can myopically reinforce social inequalities, it may also be used to dynamically seek equitable outcomes. In this paper, we formalize long-term fairness in the context of online reinforcement learning. This…

Machine Learning · Computer Science 2024-10-02 Tongxin Yin , Reilly Raab , Mingyan Liu , Yang Liu

We consider a reinforcement learning (RL) setting in which the agent interacts with a sequence of episodic MDPs. At the start of each episode the agent has access to some side-information or context that determines the dynamics of the MDP…

Machine Learning · Statistics 2019-10-24 Aditya Modi , Nan Jiang , Satinder Singh , Ambuj Tewari

Ensuring long-term fairness is crucial when developing automated decision making systems, specifically in dynamic and sequential environments. By maximizing their reward without consideration of fairness, AI agents can introduce disparities…

Machine Learning · Computer Science 2025-01-03 Sahand Rezaei-Shoshtari , Hanna Yurchyk , Scott Fujimoto , Doina Precup , David Meger

Allocation of limited resources under uncertain requirements often necessitates fairness considerations, with applications in computer systems, health systems, and humanitarian logistics. This paper introduces a distributionally robust (DR)…

Optimization and Control · Mathematics 2025-09-22 Jiaqi Lei , Akhil Singla , Sanjay Mehrotra

The planning domain has experienced increased interest in the formal synthesis of decision-making policies. This formal synthesis typically entails finding a policy which satisfies formal specifications in the form of some well-defined…

Artificial Intelligence · Computer Science 2021-11-30 George K. Atia , Andre Beckus , Ismail Alkhouri , Alvaro Velasquez

We consider online reinforcement learning in episodic Markov decision process (MDP) with unknown transition function and stochastic rewards drawn from some fixed but unknown distribution. The learner aims to learn the optimal policy and…

Machine Learning · Computer Science 2024-03-12 Vincent Leon , S. Rasoul Etesami

In several social choice problems, agents collectively make decisions over the allocation of multiple divisible and heterogeneous resources with capacity constraints to maximize utilitarian social welfare. The agents are constrained through…

Optimization and Control · Mathematics 2023-11-02 Syed Eqbal Alam , Fabian Wirth , Jia Yuan Yu , Robert Shorten

Fairness in multiwinner elections is studied in varying contexts. For instance, diversity of candidates and representation of voters are both separately termed as being fair. A common denominator to ensure fairness across all such contexts…

Computer Science and Game Theory · Computer Science 2022-11-24 Kunal Relia

Fairness in data-driven decision-making studies scenarios where individuals from certain population segments may be unfairly treated when being considered for loan or job applications, access to public resources, or other types of services.…

Databases · Computer Science 2022-10-19 Sina Shaham , Gabriel Ghinita , Cyrus Shahabi

Markov decision processes (MDPs) are formal models commonly used in sequential decision-making. MDPs capture the stochasticity that may arise, for instance, from imprecise actuators via probabilities in the transition function. However, in…

Artificial Intelligence · Computer Science 2023-06-21 Marnix Suilen , Thiago D. Simão , David Parker , Nils Jansen

We study the Patient Assignment Scheduling (PAS) problem in a random environment that arises in the management of patient flow in the hospital systems, due to the stochastic nature of the arrivals as well as the Length of Stay distribution.…

In the application of machine learning to real-life decision-making systems, e.g., credit scoring and criminal justice, the prediction outcomes might discriminate against people with sensitive attributes, leading to unfairness. The commonly…

Machine Learning · Computer Science 2022-03-21 Suyun Liu , Luis Nunes Vicente