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In recent years, cross-layer multimedia system design and optimization has garnered significant attention; however, there exists no rigorous methodology for optimizing two or more system layers (e.g., the application, operating system, and hardware layers) jointly while maintaining a separation among the decision processes, designs, and implementations of each layer. Moreover, existing work often relies on myopic optimizations, which ignore the impact of decisions made at the current time on the system's future performance. In this paper, we propose a novel systematic framework for jointly optimizing the different system layers to improve the performance of one multimedia application. In particular, we model the system as a layered Markov decision process (MDP). The proposed layered MDP framework enables each layer to make autonomous and foresighted decisions, which optimize the system's long-term performance.