arXiv · 2302.04179
A Scale-Independent Multi-Objective Reinforcement Learning with Convergence Analysis
Abstract
Many sequential decision-making problems need optimization of different objectives which possibly conflict with each other. The conventional way to deal with a multi-task problem is to establish a scalar objective function based on a linear combination of different objectives. However, for the case of having conflicting objectives with different scales, this method needs a trial-and-error approach to properly find proper weights for the combination. As such, in most cases, this approach cannot guarantee an optimal Pareto solution. In this paper, we develop a single-agent scale-independent multi-objective reinforcement learning on the basis of the Advantage Actor-Critic (A2C) algorithm. A convergence analysis is then done for the devised multi-objective algorithm providing a convergence-in-mean guarantee. We then perform some experiments over a multi-task problem to evaluate the performance of the proposed algorithm. Simulation results show the superiority of developed multi-objective A2C approach against the single-objective algorithm.
Explore related subjects
Keep this discovery
Mohsen Amidzadeh. 2023-02-08. A Scale-Independent Multi-Objective Reinforcement Learning with Convergence Analysis. https://arxiv.org/abs/2302.04179
Cite the original work for its findings. Save a collection to share your selection of sources.