Exploring Markov Decision Processes: A Comprehensive Survey of Optimization Applications and Techniques

Abstract

Markov decision process is a dynamic programming algorithm that can be used to solve an optimization problem. It was used in applications like robotics, radar tracking, medical treatments, and decision-making. In the existing literature, the researcher only targets a few applications area of MDP. However, this work surveyed the Markov decision process’s application in various regions for solving optimization problems. In a survey, we compared optimization techniques based on MDP. We performed a comparative analysis of past work of other researchers in the last few years based on a few parameters. These parameters are focused on the proposed problem, the proposed methodology for solving an optimization problem, and the results and outcomes of the optimization technique in solving a specific problem. Reinforcement learning is an emerging machine learning domain based on the Markov decision process. In this work, we conclude that the MDP-based approach is most widely used when deciding on the current state in some environments to move to the next state.

Introduction

Markov Decision Process is a computational model used for dynamic programming that guides decision-making in various use areas, such as stock control, scheduling, economics, and healthcare [1]. Al-Sheikh, et al. summarized the MDP usefulness in wireless networks. His analysis examines many uses of Markov Decision Process. In addition, various modulation techniques are compared and discussed to help use MDPs in Sensor Networks [2]. A variety of medical decision-making problems have been identified in MDPs. To improve cancer detection in the long term, Petousis, et al. portrayed an imaging screening method for repeated decision-making problems and made an MDP model. Although MDPs have still not been commonly applied to the medical field, such recent significant developments have shown that MDPs can be responsible for useful clinical tools [3]. The existing studies only focus on a few application areas of MDP. Still, this study overviews the many application areas of an MDP and discusses the results and strength of existing methods.

As in the MDP model, four states (S) and three control acts (A) describe the security:

$S\in \{\begin{array}{l}\text{N System Running Normally}\\ \text{T System Being Targeted}\\ \text{E System Being Exploited}\\ \text{B System Breached}\end{array}$

The goal is to find the defender’s optimal procedure in which the defender wants to see what action needs to be taken in every single state to maximize rewards [4].

Markov decision model

The collaboration between an attacker and defender is differentiated equally by finite action. And states. Four tuple Markov Decision Processes (S, A, P, R) are represented by [5]:

S is a set of a finite number of states.

A is a finite number of actions to control.

P is the probability of one state to a new state.

R is estimated to receive rewards after the state changes immediately.

Basic components of MDP

Decision epochs: There are five essential components for all MDP models. 

First, the decision-maker must decide how much a decision is made or if such choices are taken at predefined times or different intervals. The time a decision is made is called the decision epoch [6].

State spaces and states: Second, the decision maker must determine what relevant data needs to be tracked to make an informed decision.

At decision-epoch t, the current values of the relevant information are called the state (usually represented by st) and form the basis on which decisions are taken. The state space, S, is the set of all the system’s possible states [7]. Only the state must contain relevant information that changes from decision epoch to decision epoch. Directly use all other pertinent information as input into the model.

Action sets and action: Third, in each potential state of the system, it is necessary to determine what actions are available to the decision-maker [8]. The set of all possible actions in state st by term, 𝐴_t𝑠t_t.

Transition probabilities: Fourth component, if it did not consider the system’s evolution, an MDP would be a poor model for an SDP. Based on the present state and behavior, the transition probabilities determine the likelihood with which each potential state is visited at the next decision epoch [9]. To return to the inventory model again, the probability of change depends on the possibility of new demand and the action taken.

The next state is determined by st₊₁ = st+at-dt.

Where d_t is a random variable representing new demand.

Cost functions or reward: Finally, taking a given action may result in a cost function or reward in a given state. It differentiates a good action from a poor one.

The reward function can be written by,

r(S_t, a_t, S_t+1) = f ([S_t + a_t – S_t+1]+) - 0(a_t) - h(s_t)

Here, O(a) represents the cost of ordering, h(s_t) signifies the cost of holding (if s_t is positive) or the cost of stocking (if it is negative), and f(s_t+a_t-st_t+1) is the pivotal revenue from the procedures performed [10].

The above five components define an MDP model. The next step is to determine the best policy for the next decision.

MDP model functions

In MDP, an important property that needs to be addressed is the Markov property. It states that the impact of every action occupied in each state depends on the state and not upon earlier history and knowledge.

In MDP, policy π is mapping property from state toward actions:

π: S →A, policy determines every one process to proceed an action in every state respectively.

Reward value function: Reward value obtained starting from states and policy π. It is termed the state of the function value [11].

${\text{V}}_{\pi }\left(\text{s}\right)={\displaystyle \sum _{s^{\prime }\in S}\text{P}\left(\text{s},\pi ,s^{\prime }\right)\left[\text{R}\left(\text{s},\pi ,s^{\prime }\right)+\gamma {\text{V}}_{\pi }\left(s^{\prime }\right)\right]}$

Where

P(s,π,s) is the probability of transition initially from state s and termination after policy π on states’.

R(s,π,s) is estimated to receive rewards when the transition has been followed.

γ a discount element.

The discount element in MDP, represented as γ ∈ (0,1), shows which part of the future reward vanished as compared to the present reward [12].

An optimal policy π is controlling action a ∈ A, which produces the function of max state value and is defined through the Bellman Equation for Optimality:

$V_{i+1}^{*}\left(s\right)=\underset{a\in A}{\max }{\displaystyle \sum _{s^{\prime }\in S}P\left(s,a,s^{\prime }\right)}\left[R\left(s,a,s^{\prime }\right)+\gamma V_I^{*}\left(s^{\prime }\right)\right]$

The optimal strategy can be achieved by solving the problem with Bellman Equation and MDP.

The cost impact on optimal policy: In the MDP, the optimal policy is controlled by manipulating rewards. In this model, they implement the cost factor concept and the expected reward as a result of the baseline reward R, subtracting the costs incurred by the activity during the change of state. Action will start with the attacker or defender [13]. Once the cost factor has been incorporated into the calculation, the Bellman equation is used.

$V_{i+1}^{*}\left(s\right)=\underset{a\in A}{\max }{\displaystyle \sum _{s^{\prime }\in S}P\left(s,a,s^{\prime }\right)}\left[\left(R-C\left(s,a,s^{\prime }\right)\right)+\gamma V_I^{*}\left(s^{\prime }\right)\right]$

Where, due to action a, C(s, a,s) is cost acquired following the state change from s to s. The given equation will help us evaluate the optimal strategy’s cost effect.

As an optimal strategy, the operation of a ∈{Wait, Defend, Reset}that generates the highest value will be chosen.

Applications

This section will discuss some applications of the Markov decision model. Table 1 shows the application of a Markov Decision Model.

Working flow of MDP

The Markov decision process is a model of anticipated results. Like a Markov chain, the model endeavors to foresee a result based on the data given by the present status. Be that as it may, the Markov decision process consolidates the attributes of activities and inspirations. At each step during the cycle, the decision maker may select to take an action available in the current state, moving the model to the subsequent stage and offering the decision maker a reward. Figure 1 shows the working flow of the Markov decision process.

Figure 1 shows that an agent perceives the environment, takes the action, and moves to the next state. Agent receives a positive reward against the correct action and a negative reward against the wrong action.

Limitation

The big challenge facing MDP theory has been called the curse of dimensionality. The state space size in many applications is too large to allow even modern computing capabilities to solve the MDP model directly. In an attempt to solve larger MDP models, a field of research called Approximate Dynamic Programming (ADP) has evolved in recent decades.

Proposed methodology for conducting the survey

In the past, researchers have used the Markov decision process to solve optimization problems. Some of the techniques are discussed here. In this article, we discuss the use and outcomes of MDP in different application areas. In this section, we compare MDP-based optimization techniques. This study collected papers on MDP from Google Scholar and discussed the details of each method. It evaluated each method based on several factors, such as the focus area, strengths, and weaknesses. This study categorized the existing method based on an application area. In Table 2, we discuss the enhancement of MDP and Reinforcement learning. Table 3 discusses the use of MDP in industry manufacturing and document retrieval. MDP is also used in the Finance and investment application area to identify the risk factors discussed in Table 4. In agriculture, water utilization is an essential factor for irrigation systems. MDP is used in agriculture application areas to make irrigation systems efficient. The researcher has previously worked on this area using MDP, which we discussed in Table 5.

Cloud computing is an emerging area of computer science. Efficient use of energy and data offloading is a problem in cloud computing. Researchers use MDP to solve data offloading issues, which we discussed some work in Table 6. In self-driving cars, a based approach is used for decision-making. In Table 7, we discussed the literature on the based approach in self-driving vehicles. The MDP-based framework is also used in management and maintenance areas. We discussed some literature on the topic of maintenance in Table 8.

Comparative analysis of existing MDP methods

Enhancement of MDP and reinforcement learning: In this paper, Chi Cheung [22] addresses the issue of undisputed reinforcement learning in Markov decision-making processes in a non-stationary environment. First, he generates a Sliding Window upper confidence bound to the algorithm of Confidence Widening and generates his dynamic regret bound by knowing the budget for variation. To achieve the same dynamic regret without knowing the budgets for variation. It also suggests that the Bandit over RL algorithm be recursively tuned to the sliding window upper-confidence bound algorithm. The main feature of this algorithm is the new confidence-enhancing method, which gives added optimism to the design of the learning algorithms. In this paper [23], the Authors updated the HiP-MDP framework as the existing framework had a critical issue in that embedding uncertainty was designed independent of the agent’s state. Killian extends the framework to develop personalized medicine strategies for HIV treatment. Experiment results show that HiP-MDP effectively learns treatment strategies that comply with the naive “personally-tailored” basis but rely on much fewer data. HiP-MDP also performs better with the baseline one-size-fits-all. This paper proposes a general theory of regularized Markov decision processes [24], classifying these approaches in two ways. He considers a large class of regularization and then transforms these classes into two policy iterative processes and value iteration. This approach enables general algorithmic schemes to be analyzed for error propagation. Chen-Yu [25] proposed two model-free algorithms for learning infinite-horizon average reward MDP. The first approach solves the discounted incentive problem and achieves O (T 2/3). The second algorithm includes recent O (T 1/2) function selection advances. In this paper, Wachi [26] proposes an SNO-MDP algorithm that searches and improves Markov decision processes within unfamiliar safety constraints. In this method, an agent learns safety constraints and then enhances the collective reward in the certified safe region. It provides imaginary assurances of satisfaction with the safety and regularity constraints. Experiments show the efficiency of SNO-MDP using two tests: one test uses unreal data in an open environment called GP-SAFETYGYM, and the other test simulates Mars surface exploration through actual observation data. Ensure robustness in Markov decision processes (MDP) is addressed in an article by the Author to ensure robustness concerning unexpected or adversarial system behavior by using an online learning approach [27]. In this paper, Tuyen P. Le studied hierarchical RL in the POMDP, in which the tasks are only partially measurable and possess hierarchical properties. A hierarchical deep reinforcement learning approach is proposed in the hierarchical POMDP. A deep hierarchical RL algorithm is proposed for MDP and POMDP learning domains. They evaluate the proposed algorithm using a variety of challenging hierarchical POMDPs [28]. In Contextual Markov Decision Processes, environments chosen from a possibly infinite set agent have an episodic sequence of tabular interactions. The parameters of these environments depend on the background vector available to the agent at the beginning of each episode. In this thesis, the Author proposed a noregret online RL algorithm in the setting where the MDP parameters are extracted from the context using generalized linear models. This method relies on efficient web updates and memory efficiency [29]. A sparse Markov decision technique with novel causal sparse Tsallis entropy regularization is proposed. The suggested policy regularization causes a sparse and multimodal optimal policy distribution of the sparse MDP.

In comparison to soft MDPs that use the regularization of causal entropy, the proposed sparse MDP. They show that a sparse MDP’s output error has a constant bound, while a soft MDP’s error increases. Where the performance error is caused by the time of implementation of the regularization. In tests, they use sparse MDPs to reinforce learning challenges. The method proposed outperforms current methods in terms of convergence speed and efficiency [30]. Table 2 shows the comparative analysis of Markov Decision Process Model.

Use of MDP in industry manufacturing and document retrieval

Tao Ding proposes [31] using the MDP approach in the scenario of uncertain EV users’ behaviors. Ding identifies that this approach strictly guarantees voltage protection, but the conventional stochastic approach cannot. The MDP and the online learning techniques can fully consider the temporal correlations. Shuang Qiu [32] proposes a different upper confidence primal-dual algorithm. He only needs to sample from the transition model. The proposed algorithm achieves the upper bounds of both the constraint and regret violation. His proposed model does not require transition models of the MDPs.

In this article, the author addresses the problem of document ranking for information retrieval. The basis of MDP, referred to as MDP Rank is a novel learning to rank the novel by author. Rank is a document for the corresponding position in the learning phase of MDP. The construction of a document ranking is considered sequential decision-making; each corresponds to an action of selecting. The model parameters are adopted to train the policy gradient algorithm of REINFORCE [33]. In this article, they examine an MDP and then apply reinforcement learning to solve the optimization problem of the radar-communications coexistence problem by modeling the radar environment. They demonstrate how the reinforcement learning and MDP framework can be used to help the radar predict which bands the interferer will use and utilize bands that minimize interference, which will the radar optimize between range resolution and SINR [34]. SRAM FPGAs have been an obstacle to the complete coverage of integrated tools for science and engineering topics such as testing diagnostics and fault tolerance. SRAM FPGAs have been an obstacle to the complete coverage of integrated tools for science and engineering topics such as testing, diagnostics, and fault tolerance. The simple requirement to cover as many interconnect resources as possible with minimum configuration numbers should be followed. FPGAs have been achieved by resolving the MDP with Dynamic Programming for Maximum Interconnect Resource Coverage. Experimental findings show that configuration numbers can be configured to reach a theoretical number with maximum coverage achieved, and the technique is also applicable to NP-complete issues such as FPGA checking. [35]. In episodic loop-free Markov processes (MDPs), where the error function may differ dynamically between episodes, Rosenberg perceives online learning, and the transition function is unknown to the learner. He shows the regret of O (L|X|(|A|T) 1/2 using the methodology of entropic regularization. Rosenberg’s online algorithm has been implemented, which enables the initial oppositional MDP model to be extended to handle curved performance criteria and also improves the previous limit of regret [36]. Table 3 shows the comparative analysis of MDP in manufacturing and document retrieval in industry. Tables 4,5 present a comparative study of MDP for finance and agriculture. Tables 6-8 describe the comparative analysis of MDP for cloud computing and computer networks, self-driving cars, and maintenance, respectively.

Discussion and future direction

This survey comprehensively reviews Markov decision processes (MDPs) application in various optimization domains such as the manufacturing industry, document retrial, cloud computing, networks, agriculture, finance, maintenance, and planning. The comparative analysis of past works highlights the effectiveness of MDP-based methods in handling complex decision-making tasks. MDPs offer robust solutions for dynamic and uncertain environments. Besides the advantages of a MDP, some challenges still need to be addressed. These challenges are the scalability of MDP, robustness to uncertainty, explainability, and interpretability. Future research can focus on developing scalable MDP algorithms and needs to enhance the robustness by utilizing the probabilistic models and Bayesian method. It helps to address the uncertainty in transition probabilities and reward functions. There is also a need to focus on the explainability and interpretability of MDP-based models because they provide insights that can help decisions.

Conclusion and recommendation

Dynamic programming has different applications in real-world problems. We used Dynamic programming, where we had multiple solutions and selected the best from the various solutions. Dynamic Programming’s algorithm Markov decision process is used in decision making. In this work, we surveyed MDP-based optimization algorithms that can be used to solve optimization problems. We briefly discussed the application areas where the Markov decision process is used to learn an optimal policy for decision-making, like self-driving cars. In autonomous vehicles, the MDP-based approach makes proper decisions at the right time to avoid obstacles like pedestrians and other vehicles. MDP solves data offloading problems and resource allocations in computer networks and cloud computing. From the Literature survey, we conclude that MDP techniques are used in robotics, self-driving cars, radar tracking, finance and investment, agriculture, and fault tolerance in industry manufacturing for taking optimized action in an environment.

We make a comparative analysis of the focused problem area, methodology, and strength of the results. In the future, we may improve this survey by using another matrix for comparison, such as drawbacks/weaknesses of techniques. In our survey, we added twelve application areas of MDP, but in the future, we may add more application areas like forestry management and flight scheduling. We classify our literature based on application areas taxonomy, but in the future, we may classify this literature on other types of taxonomy [58-63].

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