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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 propose and study a general framework for regularized Markov decision processes (MDPs) where the goal is to find an optimal policy that maximizes the expected discounted total reward plus a policy regularization term. The extant…

Machine Learning · Statistics 2019-10-22 Xiang Li , Wenhao Yang , Zhihua Zhang

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2023-03-14 Esther Derman , Yevgeniy Men , Matthieu Geist , Shie Mannor

Decision-making under distribution shift is a central challenge in reinforcement learning (RL), where training and deployment environments differ. We study this problem through the lens of robust Markov decision processes (RMDPs), which…

Machine Learning · Computer Science 2025-10-17 Jingwen Gu , Yiting He , Zhishuai Liu , Pan Xu

Finding optimal policies which maximize long term rewards of Markov Decision Processes requires the use of dynamic programming and backward induction to solve the Bellman optimality equation. However, many real-world problems require…

Machine Learning · Computer Science 2023-01-10 Mridul Agarwal , Vaneet Aggarwal

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

Fairness has emerged as an important concern in automated decision-making in recent years, especially when these decisions affect human welfare. In this work, we study fairness in temporally extended decision-making settings, specifically…

Artificial Intelligence · Computer Science 2022-02-10 Ganesh Ghalme , Vineet Nair , Vishakha Patil , Yilun Zhou

Robust Markov decision processes (MDPs) aim to handle changing or partially known system dynamics. To solve them, one typically resorts to robust optimization methods. However, this significantly increases computational complexity and…

Machine Learning · Computer Science 2021-10-14 Esther Derman , Matthieu Geist , Shie Mannor

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

We propose a general framework for entropy-regularized average-reward reinforcement learning in Markov decision processes (MDPs). Our approach is based on extending the linear-programming formulation of policy optimization in MDPs to…

Machine Learning · Computer Science 2017-05-23 Gergely Neu , Anders Jonsson , Vicenç Gómez

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

Neglecting the effect that decisions have on individuals (and thus, on the underlying data distribution) when designing algorithmic decision-making policies may increase inequalities and unfairness in the long term - even if fairness…

Artificial Intelligence · Computer Science 2023-11-22 Miriam Rateike , Isabel Valera , Patrick Forré

In this paper, we consider reinforcement learning of Markov Decision Processes (MDP) with peak constraints, where an agent chooses a policy to optimize an objective and at the same time satisfy additional constraints. The agent has to take…

Optimization and Control · Mathematics 2019-12-09 Ather Gattami

In this paper, we study the learning of safe policies in the setting of reinforcement learning problems. This is, we aim to control a Markov Decision Process (MDP) of which we do not know the transition probabilities, but we have access to…

Systems and Control · Electrical Eng. & Systems 2022-01-14 Santiago Paternain , Miguel Calvo-Fullana , Luiz F. O. Chamon , Alejandro Ribeiro

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

Markov decision processes (MDPs) are used to model a wide variety of applications ranging from game playing over robotics to finance. Their optimal policy typically maximizes the expected sum of rewards given at each step of the decision…

Machine Learning · Computer Science 2025-05-26 Maximilian Nägele , Jan Olle , Thomas Fösel , Remmy Zen , Florian Marquardt

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

Driven by the need to capture users' evolving interests and optimize their long-term experiences, more and more recommender systems have started to model recommendation as a Markov decision process and employ reinforcement learning to…

Information Retrieval · Computer Science 2021-11-02 Dell Zhang , Jun Wang

Constrained decision-making is essential for designing safe policies in real-world control systems, yet simulated environments often fail to capture real-world adversities. We consider the problem of learning a policy that will maximize the…

Machine Learning · Computer Science 2026-02-10 Sourav Ganguly , Kishan Panaganti , Arnob Ghosh , Adam Wierman

Standard Markov decision process (MDP) and reinforcement learning algorithms optimize the policy with respect to the expected gain. We propose an algorithm which enables to optimize an alternative objective: the probability that the gain is…

Machine Learning · Computer Science 2023-03-06 Vincent Corlay , Jean-Christophe Sibel
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