Abstract: A transaction router system and method that involves building a machine learning model using a Markov Decision Process (MDP), and then building a reinforcement learning solution to the model. The system and method accept transaction requests from a software application via an Application Programming Interface (API), via a mobile application, or via a web interface and allow a user to specify different criteria for processing the transaction including network speed, price, compliance, geography, and reliability and then determines a preferred payment network based on the historical transaction data for the transaction router.