67.1LGMay 29
Constrained Multi-Objective Reinforcement Learning with Max-Min CriterionGiseung Park, Hyunyoung Nam, Woohyeon Byeon et al.
Multi-Objective Reinforcement Learning (MORL) extends standard RL by optimizing policies with respect to multiple, often conflicting, objectives. While max-min MORL has emerged as an effective approach for promoting fairness, its applicability remains limited, particularly when constraints must be incorporated. In this paper, we propose a MORL framework that integrates the max-min criterion with explicit constraint satisfaction. We establish a theoretical foundation for the proposed framework and validate the resulting algorithm through convergence analysis and experiments in tabular settings. We further demonstrate the practical relevance of our approach in simulated building thermal control, multi-objective locomotion control, and greenhouse-gas-emission-aware traffic management. Across these domains, our method effectively balances fairness and constraint satisfaction in multi-objective decision-making.
LGOct 23, 2025
Multi-Objective Reinforcement Learning with Max-Min Criterion: A Game-Theoretic ApproachWoohyeon Byeon, Giseung Park, Jongseong Chae et al.
In this paper, we propose a provably convergent and practical framework for multi-objective reinforcement learning with max-min criterion. From a game-theoretic perspective, we reformulate max-min multi-objective reinforcement learning as a two-player zero-sum regularized continuous game and introduce an efficient algorithm based on mirror descent. Our approach simplifies the policy update while ensuring global last-iterate convergence. We provide a comprehensive theoretical analysis on our algorithm, including iteration complexity under both exact and approximate policy evaluations, as well as sample complexity bounds. To further enhance performance, we modify the proposed algorithm with adaptive regularization. Our experiments demonstrate the convergence behavior of the proposed algorithm in tabular settings, and our implementation for deep reinforcement learning significantly outperforms previous baselines in many MORL environments.
LGJun 12, 2024
The Max-Min Formulation of Multi-Objective Reinforcement Learning: From Theory to a Model-Free AlgorithmGiseung Park, Woohyeon Byeon, Seongmin Kim et al.
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.