Revisiting Multi-Objective MDPs with Relaxed Lexicographic Preferences.
Luis Pineda, Kyle Hollins Wray, Shlomo Zilberstein · 2015
We consider stochastic planning problems that involve mul-tiple objectives such as minimizing task completion time and energy consumption. These problems can be modeled as multi-objective Markov decision processes (MOMDPs), an extension of the widely-used MDP model to handle problems involving multiple value functions. We focus on a subclass of MOMDPs in which the objectives have a relaxed lexico-graphic structure, allowing an agent to seek improvement in a lower-priority objective when the impact on a higher-priority objective is within some small given tolerance. We examine the relationship between this class of problems and constrained MDPs, showing that the latter offer an alternative solution method with strong guarantees. We show empirically that a recently introduced algorithm for MOMDPs may not offer the same strong guarantees, but it does perform well in practice.