Research map / Reinforcement learning / Policy gradient and actor-critic
Multi-Objective Reinforcement Learning with Max-Min Criterion: A Game-Theoretic Approach
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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
- ARAM achieves max-min return of -1160 on Base-4 versus -1387 for ERAM and -1838 for GGF-DQN, the best among compared methods.
- ERAM uses about 13,704 parameters for weight updates versus 274,084 for the prior primal-dual method, a roughly 95% reduction.
- ERAM cut training wall time by about 64-68% relative to the prior primal-dual method across three traffic environments.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Replace ERAM's uniform-reference adversary regularization with ARAM's adaptive correlation-based regularizer (ablation) | ERAM · Base-4 traffic signal control | max-min return: -1387 -> -1160 | Helped |
| Replace ERAM's uniform-reference adversary regularization with ARAM's adaptive correlation-based regularizer (ablation) | ERAM · Asym-4 traffic signal control | max-min return: -2732 -> -2696 | Helped |
| Replace ERAM's uniform-reference adversary regularization with ARAM's adaptive correlation-based regularizer (ablation) | ERAM · Asym-16 traffic signal control | max-min return: -17334 -> -15043 | Helped |
| Vary the adversary update parameter beta away from its endpoint regions (ablation) | ERAM and ARAM · Traffic signal control | max-min return | No clear effect |
| Remove ARAM's adaptive regularizer by setting beta near 1 (ablation) | ARAM · Traffic signal control | max-min return | Mixed |
| Remove ERAM's mirror-descent term by setting beta near 0 (ablation) | ERAM · Traffic signal control | max-min return | Mixed |
| Use ERAM instead of the projected-gradient baseline | ERAM · Base-4 traffic signal control | training wall time (minutes): 346 -> 111 | Helped |
| Use ERAM instead of the projected-gradient baseline | ERAM · Asym-4 traffic signal control | training wall time (minutes): 241 -> 87.2 | Helped |
| Use ERAM instead of the projected-gradient baseline | ERAM · Asym-16 traffic signal control | training wall time (minutes): 1125 -> 356 | Helped |
| Use ARAM instead of the projected-gradient baseline | ARAM · Base-4 traffic signal control | training wall time (minutes): 346 -> 120 | Helped |
| Use ARAM instead of the projected-gradient baseline | ARAM · Asym-4 traffic signal control | training wall time (minutes): 241 -> 87.4 | Helped |
| Use ARAM instead of the projected-gradient baseline | ARAM · Asym-16 traffic signal control | training wall time (minutes): 1125 -> 365 | Helped |
Limitations
- Theoretical last-iterate convergence is proven only for ERAM in the tabular softmax setting; ARAM analysis is left to future work.
- Deep RL experiments use five seeds and few environments.
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
Closest papers by meaning
- The Max-Min Formulation of Multi-Objective Reinforcement Learning: From Theory to a Model-Free Algorithm (ICML 2024 · similarity 0.94)
- Preference Conditioned Multi-Objective Reinforcement Learning: Decomposed, Diversity-Driven Policy Optimization (NeurIPS 2026 · similarity 0.89)
- Finite-Time Convergence and Sample Complexity of Actor-Critic Multi-Objective Reinforcement Learning (ICML 2024 · similarity 0.88)
- On Generalization Across Environments In Multi-Objective Reinforcement Learning (ICLR 2025 · similarity 0.88)
- Reward Dimension Reduction for Scalable Multi-Objective Reinforcement Learning (ICLR 2025 · similarity 0.88)
- Multi-objective Linear Reinforcement Learning with Lexicographic Rewards (ICML 2025 · similarity 0.87)
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