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