Approximation of Lorenz-Optimal Solutions in Multiobjective Markov Decision Processes [article]

Patrice Perny, Paul Weng, Judy Goldsmith, Josiah Hanna
2013 arXiv   pre-print
This paper is devoted to fair optimization in Multiobjective Markov Decision Processes (MOMDPs). A MOMDP is an extension of the MDP model for planning under uncertainty while trying to optimize several reward functions simultaneously. This applies to multiagent problems when rewards define individual utility functions, or in multicriteria problems when rewards refer to different features. In this setting, we study the determination of policies leading to Lorenz-non-dominated tradeoffs. Lorenz
more » ... minance is a refinement of Pareto dominance that was introduced in Social Choice for the measurement of inequalities. In this paper, we introduce methods to efficiently approximate the sets of Lorenz-non-dominated solutions of infinite-horizon, discounted MOMDPs. The approximations are polynomial-sized subsets of those solutions.
arXiv:1309.6856v1 fatcat:fqxtdqnspjbsll3b22mt5ajahe