Multi-criteria Reinforcement Learning
نویسندگان
چکیده
"Fe consider multi-criteria sequential decision making problems ,,,,here the vector-valued evaluations arc cOluparcd by it given, fixed total order ing. Conditions for the optimality of stationary policies and the Bell lUan optimality eqnation arc given for a special, hut importrmt cla...,s of problems when the evaluation of policies can be computed for the cri teria independently of each other. The i:utalysi:::; requirel:> special care as the Copolo)?;.v introduced b,y' pointwise convergence and the order-Lopology introduced by the preference order are in genera.l incompa.tible. Reinforce IHcnt lcarning algorithms are proposed and analyzed. Prclilninar�y com puter experiments confirm the validity of the derived a.lgorithms. These type of multi-criteria problems are most useflll when there are several op timal soluUons l.o a problem and one \vants to choose the one among lhese \vhich is optilnal according to another fixed criterion. Possible application in robotics ancl repeated games are outlined.
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