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Planning in adversarial and uncertain environments can be modeled as the problem of devising strategies in stochastic perfect information games. These games are generalizations of Markov decision processes (MDPs): there are two…

Artificial Intelligence · Computer Science 2012-07-09 Krishnendu Chatterjee , Thomas A. Henzinger , Ranjit Jhala , Rupak Majumdar

Counterfactual explanations are a prominent example of post-hoc interpretability methods in the explainable Artificial Intelligence research domain. They provide individuals with alternative scenarios and a set of recommendations to achieve…

Artificial Intelligence · Computer Science 2021-01-20 Andrea Ferrario , Michele Loi

We consider the task of Inverse Reinforcement Learning in Contextual Markov Decision Processes (MDPs). In this setting, contexts, which define the reward and transition kernel, are sampled from a distribution. In addition, although the…

Machine Learning · Computer Science 2021-01-01 Stav Belogolovsky , Philip Korsunsky , Shie Mannor , Chen Tessler , Tom Zahavy

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

For decades, National Football League (NFL) coaches' observed fourth down decisions have been largely inconsistent with prescriptions based on statistical models. In this paper, we develop a framework to explain this discrepancy using an…

Applications · Statistics 2026-03-06 Nathan Sandholtz , Lucas Wu , Martin Puterman , Timothy C. Y. Chan

We consider a Markov decision process with deterministic state transition dynamics, adversarially generated rewards that change arbitrarily from round to round, and a bandit feedback model in which the decision maker only observes the…

Computer Science and Game Theory · Computer Science 2012-10-19 Raman Arora , Ofer Dekel , Ambuj Tewari

The Markov decision process (MDP) formulation used to model many real-world sequential decision making problems does not efficiently capture the setting where the set of available decisions (actions) at each time step is stochastic.…

Machine Learning · Computer Science 2020-01-22 Yash Chandak , Georgios Theocharous , Blossom Metevier , Philip S. Thomas

In high-stake domains such as healthcare and hiring, the role of machine learning (ML) in decision-making raises significant fairness concerns. This work focuses on Counterfactual Fairness (CF), which posits that an ML model's outcome on…

Machine Learning · Computer Science 2025-01-23 Zeyu Zhou , Tianci Liu , Ruqi Bai , Jing Gao , Murat Kocaoglu , David I. Inouye

Predictive models are being increasingly used to support consequential decision making at the individual level in contexts such as pretrial bail and loan approval. As a result, there is increasing social and legal pressure to provide…

Machine Learning · Computer Science 2020-03-02 Amir-Hossein Karimi , Gilles Barthe , Borja Balle , Isabel Valera

This paper studies the computation of robust deterministic policies for Markov Decision Processes (MDPs) in the Lightning Does Not Strike Twice (LDST) model of Mannor, Mebel and Xu (ICML '12). In this model, designed to provide robustness…

Optimization and Control · Mathematics 2024-12-18 Fei Wu , Erik Demeulemeester , Jannik Matuschke

Path-specific effects in mediation analysis provide a useful tool for fairness analysis, which is mostly based on nested counterfactuals. However, the dictum ``no causation without manipulation'' implies that path-specific effects might be…

Artificial Intelligence · Computer Science 2021-06-08 Heyang Gong , Ke Zhu

This paper studies Markov Decision Processes under parameter uncertainty. We adapt the distributionally robust optimization framework, and assume that the uncertain parameters are random variables following an unknown distribution, and…

Systems and Control · Computer Science 2015-05-14 Pengqian Yu , Huan Xu

We present a general framework for applying learning algorithms and heuristical guidance to the verification of Markov decision processes (MDPs). The primary goal of our techniques is to improve performance by avoiding an exhaustive…

We consider risk-sensitive Markov decision processes (MDPs), where the MDP model is influenced by a parameter which takes values in a compact metric space. We identify sufficient conditions under which small perturbations in the model…

Optimization and Control · Mathematics 2022-09-28 Shiping Shao , Abhishek Gupta , William B. Haskell

Balanced representation learning methods have been applied successfully to counterfactual inference from observational data. However, approaches that account for survival outcomes are relatively limited. Survival data are frequently…

Machine Learning · Statistics 2021-03-04 Paidamoyo Chapfuwa , Serge Assaad , Shuxi Zeng , Michael J. Pencina , Lawrence Carin , Ricardo Henao

In Markov Decision Processes (MDPs) with intermittent state information, decision-making becomes challenging due to periods of missing observations. Linear programming (LP) methods can play a crucial role in solving MDPs, in particular,…

Optimization and Control · Mathematics 2025-09-09 Konstantin Avrachenkov , Madhu Dhiman , Veeraruna Kavitha

We establish a connection between policy evaluation in Markov decision processes and PageRank in network analysis. For a fixed policy, we show that the value function of a discounted Markov decision process can be obtained, up to an…

Optimization and Control · Mathematics 2026-05-04 Konstantin Avrachenkov , Lorenzo Gregoris , Nelly Litvak

We study settings in which a researcher has an instrumental variable (IV) and seeks to evaluate the effects of a counterfactual policy that alters treatment assignment, such as a directive encouraging randomly assigned judges to release…

Econometrics · Economics 2026-03-16 Michal Kolesár , José Luis Montiel Olea , Jonathan Roth

In most applications of model-based Markov decision processes, the parameters for the unknown underlying model are often estimated from the empirical data. Due to noise, the policy learnedfrom the estimated model is often far from the…

Machine Learning · Computer Science 2022-09-22 Samarth Gupta , Daniel N. Hill , Lexing Ying , Inderjit Dhillon

Model explanations based on pure observational data cannot compute the effects of features reliably, due to their inability to estimate how each factor alteration could affect the rest. We argue that explanations should be based on the…

Machine Learning · Statistics 2019-09-20 Álvaro Parafita , Jordi Vitrià