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Transparency is an essential requirement of machine learning based decision making systems that are deployed in real world. Often, transparency of a given system is achieved by providing explanations of the behavior and predictions of the…

Machine Learning · Computer Science 2021-05-18 André Artelt , Barbara Hammer

There is a broad consensus on the importance of deep learning models in tasks involving complex data. Often, an adequate understanding of these models is required when focusing on the transparency of decisions in human-critical…

This paper investigates methods for estimating the optimal stochastic control policy for a Markov Decision Process with unknown transition dynamics and an unknown reward function. This form of model-free reinforcement learning comprises…

Machine Learning · Computer Science 2019-12-06 Brandon Trabucco , Albert Qu , Simon Li , Ganeshkumar Ashokavardhanan

We consider synthesis of control policies that maximize the probability of satisfying given temporal logic specifications in unknown, stochastic environments. We model the interaction between the system and its environment as a Markov…

Systems and Control · Computer Science 2014-05-01 Jie Fu , Ufuk Topcu

We consider Incentive Decision Processes, where a principal seeks to reduce its costs due to another agent's behavior, by offering incentives to the agent for alternate behavior. We focus on the case where a principal interacts with a…

Computer Science and Game Theory · Computer Science 2012-10-19 Sashank J. Reddi , Emma Brunskill

We consider a Markov decision process (MDP) in which actions prescribed by the controller are executed by a separate actuator, which may behave adversarially. At each time step, the controller selects and transmits an action to the…

Information Theory · Computer Science 2025-01-29 Edoardo David Santi , Gongpu Chen , Deniz Gündüz , Asaf Cohen

The distributionally robust Markov Decision Process (MDP) approach asks for a distributionally robust policy that achieves the maximal expected total reward under the most adversarial distribution of uncertain parameters. In this paper, we…

Systems and Control · Computer Science 2018-10-10 Zhi Chen , Pengqian Yu , William B. Haskell

Advances in mobile computing technologies have made it possible to monitor and apply data-driven interventions across complex systems in real time. Markov decision processes (MDPs) are the primary model for sequential decision problems with…

Methodology · Statistics 2018-03-20 Longshaokan Wang , Eric B. Laber , Katie Witkiewitz

Reinforcement learning (RL) typically models the interaction between the agent and environment as a Markov decision process (MDP), where the rewards that guide the agent's behavior are always observable. However, in many real-world…

Artificial Intelligence · Computer Science 2025-05-15 Montaser Mohammedalamen , Michael Bowling

We study group decision making with changing preferences as a Markov Decision Process. We are motivated by the increasing prevalence of automated decision-making systems when making choices for groups of people over time. Our main…

Multiagent Systems · Computer Science 2020-11-06 Kshitij Kulkarni , Sven Neth

We develop an exhaustive study of Markov decision process (MDP) under mean field interaction both on states and actions in the presence of common noise, and when optimization is performed over open-loop controls on infinite horizon. Such…

Optimization and Control · Mathematics 2021-09-10 Médéric Motte , Huyên Pham

In this paper, we study a mean-variance optimization problem in an infinite horizon discrete time discounted Markov decision process (MDP). The objective is to minimize the variance of system rewards with the constraint of mean performance.…

Optimization and Control · Mathematics 2017-08-24 Li Xia

We study Markov Decision Processes (MDP) wherein states correspond to causal graphs that stochastically generate rewards. In this setup, the learner's goal is to identify atomic interventions that lead to high rewards by intervening on…

Machine Learning · Computer Science 2021-11-02 Rahul Madhavan , Aurghya Maiti , Gaurav Sinha , Siddharth Barman

We propose a formal model for counterfactual estimation with unobserved confounding in "data-rich" settings, i.e., where there are a large number of units and a large number of measurements per unit. Our model provides a bridge between the…

Econometrics · Economics 2025-04-03 Alberto Abadie , Anish Agarwal , Devavrat Shah

Markov Decision Process (MDP) presents a mathematical framework to formulate the learning processes of agents in reinforcement learning. MDP is limited by the Markovian assumption that a reward only depends on the immediate state and…

Machine Learning · Computer Science 2024-06-04 Bohao Qu , Xiaofeng Cao , Jielong Yang , Hechang Chen , Chang Yi , Ivor W. Tsang , Yew-Soon Ong

Identifying the underlying reason for a failing dynamic process or otherwise anomalous observation is a fundamental challenge, yet has numerous industrial applications. Identifying the failure-causing sub-system using causal inference, one…

Machine Learning · Computer Science 2024-06-13 Juliane Weilbach , Sebastian Gerwinn , Karim Barsim , Martin Fränzle

Humans achieve efficient learning by relying on prior knowledge about the structure of naturally occurring tasks. There is considerable interest in designing reinforcement learning (RL) algorithms with similar properties. This includes…

Machine Learning · Computer Science 2019-10-23 Jan Humplik , Alexandre Galashov , Leonard Hasenclever , Pedro A. Ortega , Yee Whye Teh , Nicolas Heess

We examine counterfactual explanations for explaining the decisions made by model-based AI systems. The counterfactual approach we consider defines an explanation as a set of the system's data inputs that causally drives the decision (i.e.,…

Machine Learning · Computer Science 2021-10-14 Carlos Fernández-Loría , Foster Provost , Xintian Han

In supervised learning, we fit a single statistical model to a given data set, assuming that the data is associated with a singular task, which yields well-tuned models for specific use, but does not adapt well to new contexts. By contrast,…

Machine Learning · Computer Science 2020-09-11 Bingjia Wang , Alec Koppel , Vikram Krishnamurthy

This paper investigates MDPs with intermittent state information. We consider a scenario where the controller perceives the state information of the process via an unreliable communication channel. The transmissions of state information…

Artificial Intelligence · Computer Science 2025-02-17 Gongpu Chen , Soung-Chang Liew