提出在马尔可夫决策过程上进行竞标博弈，解决概率目标下的策略优化问题。

Graph games are fundamental in strategic reasoning of multi-agent systems and their environments. We study a new family of graph games which combine stochastic environmental uncertainties and auction-based interactions among the agents, formalized as bidding games on (finite) Markov decision processes (MDP). Normally, on MDPs, a single decision-maker chooses a sequence of actions, producing a probability distribution over infinite paths. In bidding games on MDPs, two players -- called the reachability and safety players -- bid for the privilege of choosing the next action at each step. The reachability player's goal is to maximize the probability of reaching a target vertex, whereas the safety player's goal is to minimize it. These games generalize traditional bidding games on graphs, and the existing analysis techniques do not extend. For instance, the central property of traditional bidding games is the existence of a threshold budget, which is a necessary and sufficient budget to guarantee winning for the reachability player. For MDPs, the threshold becomes a relation between the budgets and probabilities of reaching the target. We devise value-iteration algorithms that approximate thresholds and optimal policies for general MDPs, and compute the exact solutions for acyclic MDPs, and show that finding thresholds is at least as hard as solving simple-stochastic games.