A Survey of Multi-Objective Sequential Decision-Making

Understand

Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings.

• This article surveys algorithms designed for sequential decision-making problems with multiple objectives.
• Though there is a growing body of literature on this subject, little of it makes explicit under what circumstances special methods are needed to solve multi-objective problems.
• Therefore, we identify three distinct scenarios in which converting such a problem to a single-objective one is impossible, infeasible, or undesirable.