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Paper · arXiv

Joint MDPs and Reinforcement Learning in Coupled-Dynamics Environments

Many distributional quantities in reinforcement learning are intrinsically joint across actions, including distributions of gaps and probabilities of superiority. However, the classical Markov decision process (MDP) formalism specifies only marginal laws and leaves the joint law of counterfactual one-step outcomes across multiple possible actions at a state unspecified. We study coupled-dynamics environments with a multi-action generative interface which can sample counterfactual one-step outcomes for multiple actions under shared exogenous randomness. We propose joint MDPs (JMDPs) as a formalism for such environments by augmenting an MDP with a multi-action sample transition model which ...

AuthorsEge C. Kaya, Mahsa Ghasemi, Abolfazl Hashemi
Primary categorycs.LG
Published6 March 2026
Last updated at source16 August 2026
cs.LGmath.OC
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