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Multi-Objective Reinforcement Learning with Max-Min Criterion: A Game-Theoretic Approach

NeurIPS 2025 · Reinforcement learning › Policy gradient and actor-critic · approach: Model-based RL with guarantees · 0 citations (OpenAlex)

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Reformulates entropy-regularized max-min multi-objective RL as a two-player zero-sum regularized game and proposes single-loop ERAM/ARAM algorithms (mirror-descent weight updates with PPO learner), with last-iterate convergence in the tabular case and outperformance on traffic signal control.

Problem

Max-min multi-objective reinforcement learning (fairness-oriented) is non-differentiable and prior model-free methods are memory-heavy and only guarantee average-iterate convergence.

Approach

Cast max-min MORL as a two-player zero-sum regularized continuous game between a policy learner and a weight adversary on the simplex; the adversary uses an entropy-regularized mirror-descent update with a closed-form softmax solution, and the learner uses NPG (PPO in deep RL), yielding a single-loop algorithm with last-iterate convergence.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Replace ERAM's uniform-reference adversary regularization with ARAM's adaptive correlation-based regularizer (ablation)ERAM · Base-4 traffic signal controlmax-min return: -1387 -> -1160Helped
Replace ERAM's uniform-reference adversary regularization with ARAM's adaptive correlation-based regularizer (ablation)ERAM · Asym-4 traffic signal controlmax-min return: -2732 -> -2696Helped
Replace ERAM's uniform-reference adversary regularization with ARAM's adaptive correlation-based regularizer (ablation)ERAM · Asym-16 traffic signal controlmax-min return: -17334 -> -15043Helped
Vary the adversary update parameter beta away from its endpoint regions (ablation)ERAM and ARAM · Traffic signal controlmax-min returnNo clear effect
Remove ARAM's adaptive regularizer by setting beta near 1 (ablation)ARAM · Traffic signal controlmax-min returnMixed
Remove ERAM's mirror-descent term by setting beta near 0 (ablation)ERAM · Traffic signal controlmax-min returnMixed
Use ERAM instead of the projected-gradient baselineERAM · Base-4 traffic signal controltraining wall time (minutes): 346 -> 111Helped
Use ERAM instead of the projected-gradient baselineERAM · Asym-4 traffic signal controltraining wall time (minutes): 241 -> 87.2Helped
Use ERAM instead of the projected-gradient baselineERAM · Asym-16 traffic signal controltraining wall time (minutes): 1125 -> 356Helped
Use ARAM instead of the projected-gradient baselineARAM · Base-4 traffic signal controltraining wall time (minutes): 346 -> 120Helped
Use ARAM instead of the projected-gradient baselineARAM · Asym-4 traffic signal controltraining wall time (minutes): 241 -> 87.4Helped
Use ARAM instead of the projected-gradient baselineARAM · Asym-16 traffic signal controltraining wall time (minutes): 1125 -> 365Helped

Limitations

Experimental setup

Datasets: SUMO-RL traffic signal control simulator MO-Gymnasium environments

Benchmarks: traffic signal control (Base-4, Asym-4, Asym-16)

Metrics: max-min return (minimum of empirical return vector) Nash gap training wall time

Baselines: GGF-DQN GGF-PPO Avg-DQN Gaussian-smoothing primal-dual max-min method

Builds on: PPO GGF-PPO natural policy gradient mirror descent

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