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The Max-Min Formulation of Multi-Objective Reinforcement Learning: From Theory to a Model-Free Algorithm

2024-06-12Code Available0· sign in to hype

Giseung Park, Woohyeon Byeon, Seongmin Kim, Elad Havakuk, Amir Leshem, Youngchul Sung

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Abstract

In this paper, we consider multi-objective reinforcement learning, which arises in many real-world problems with multiple optimization goals. We approach the problem with a max-min framework focusing on fairness among the multiple goals and develop a relevant theory and a practical model-free algorithm under the max-min framework. The developed theory provides a theoretical advance in multi-objective reinforcement learning, and the proposed algorithm demonstrates a notable performance improvement over existing baseline methods.

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