Fair Policy Optimization in Major-Minor Weakly Coupled Markov Decision Processes

We consider fair resource allocation in sequential decision-making environments modeled as major-minor weakly coupled Markov decision processes (M2WCMDP). In this framework, resource constraints couple the action spaces of a major sub-Markov decision process (sub-MDP) and a population of minor sub-MDPs that would otherwise operate independently. Instead of using the traditional utilitarian (total-sum) objective, we optimize a general class of monotone, concave, permutation-invariant, normalized fairness functions. With homogeneous minor sub-MDPs, we prove that the problem under symmetry reduces to optimizing the platform-plus-mean-participant utilitarian objective over the class of permutation-invariant policies, which allows us to exploit efficient algorithms that optimize the utilitarian-based objective to solve this fairness-aware problem. For more general settings, we introduce a count-proportion-based deep reinforcement learning approach with a priority-based sampler that generates feasible count actions. The generality of our framework means that the proposed algorithms and theoretical guarantees transfer to any domain with a symmetric M2WCMDP structure. We consider two applications: the machine replacement problem and the joint control of pricing and taxi relocation problem on a New York City-calibrated dataset. We validate our theoretical findings with comprehensive experiments, confirming the effectiveness of our proposed method in achieving strong fairness-aware performance while remaining scalable.