In critical care settings such as the Intensive Care Unit, clinicians face the complex challenge of balancing conflicting objectives, primarily maximizing patient survival while minimizing resource utilization (e.g., length of stay). Single-objective Reinforcement Learning approaches typically address this by optimizing a fixed scalarized reward function, resulting in rigid policies that fail to adapt to varying clinical priorities. Multi-objective Reinforcement Learning (MORL) offers a solution by learning a set of optimal policies along the Pareto Frontier, allowing for dynamic preference selection at test time. However, applying MORL in healthcare necessitates strict offline learning from historical data. In this paper, we benchmark three offline MORL algorithms, Conditioned Conservative Pareto Q-Learning (CPQL), Adaptive CPQL, and a modified Pareto Efficient Decision Agent (PEDA) Decision Transformer (PEDA DT), against three scalarized single-objective baselines (BC, CQL, and DDQN) on the MIMIC-IV dataset. Using Off-Policy Evaluation (OPE) metrics, we demonstrate that PEDA DT algorithm offers superior flexibility compared to static scalarized baselines. Notably, our results extend previous findings on single-objective Decision Transformers in healthcare, confirming that sequence modeling architectures remain robust and effective when scaled to multi-objective conditioned generation. These findings suggest that offline MORL is a promising framework for enabling personalized, adjustable decision-making in critical care without the need for retraining.

Many real-world problems (e.g., resource management, autonomous driving, drug discovery) require optimizing multiple, conflicting objectives. Multi-objective reinforcement learning (MORL) extends classic reinforcement learning to handle multiple objectives simultaneously, yielding a set of policies that capture various trade-offs. However, the MORL field lacks complex, realistic environments and benchmarks. We introduce a water resource (Nile river basin) management case study and model it as a MORL environment. We then benchmark existing MORL algorithms on this task. Our results show that specialized water management methods outperform state-of-the-art MORL approaches, underscoring the scalability challenges MORL algorithms face in real-world scenarios.

Consequently, MORL's primary aim is to learn a variety of

In practical multi-agent systems, agents often have diverse objectives, which makes the system more complex, as each agent's performance across multiple criteria depends on the joint actions of all agents, creating intricate strategic trade-offs. To address this, we introduce the Multi-Objective Markov Game (MOMG), a framework for multi-agent reinforcement learning with multiple objectives. We propose the Pareto-Nash Equilibrium (PNE) as the primary solution concept, where no agent can unilaterally improve one objective without sacrificing performance on another. We prove existence of PNE, and establish an equivalence between the PNE and the set of Nash Equilibria of MOMG's corresponding linearly scalarized games, enabling solutions of MOMG by transferring to a standard single-objective Markov game. However, we note that computing a PNE is theoretically and computationally challenging, thus we propose and study weaker but more tractable solution concepts. Building on these foundations, we develop online learning algorithm that identify a single solution to MOMGs. Furthermore, we propose a two-phase, preference-free algorithm that decouples exploration from planning. Our algorithm enables computation of a PNE for any given preference profile without collecting new samples, providing an efficient methodological characterization of the entire Pareto-Nash front.

Multi-Objective Reinforcement Learning (MORL) presents significant challenges and opportunities for optimizing multiple objectives in Large Language Models (LLMs). We introduce a MORL taxonomy and examine the advantages and limitations of various MORL methods when applied to LLM optimization, identifying the need for efficient and flexible approaches that accommodate personalization functionality and inherent complexities in LLMs and RL. We propose a vision for a MORL benchmarking framework that addresses the effects of different methods on diverse objective relationships. As future research directions, we focus on meta-policy MORL development that can improve efficiency and flexibility through its bi-level learning paradigm, highlighting key research questions and potential solutions for improving LLM performance.

Multi-Objective Reinforcement Learning (MORL) is a generalization of traditional Reinforcement Learning (RL) that aims to optimize multiple, often conflicting objectives simultaneously rather than focusing on a single reward. This approach is crucial in complex decision-making scenarios where agents must balance trade-offs between various goals, such as maximizing performance while minimizing costs. We consider the problem of MORL where the objectives are combined using a non-linear scalarization function. Just like in standard RL, policy gradient methods (PGMs) are amongst the most effective for handling large and continuous state-action spaces in MORL. However, existing PGMs for MORL suffer from high sample inefficiency, requiring large amounts of data to be effective. Previous attempts to solve this problem rely on overly strict assumptions, losing PGMs' benefits in scalability to large state-action spaces. In this work, we address the issue of sample efficiency by implementing variance-reduction techniques to reduce the sample complexity of policy gradients while maintaining general assumptions.

Dynamic resource allocation for machine learning workloads in cloud environments remains challenging due to competing objectives of minimizing training time and operational costs while meeting Service Level Agreement (SLA) constraints. Traditional approaches employ static resource allocation or single-objective optimization, leading to either SLA violations or resource waste. We present SLA-MORL, an adaptive multi-objective reinforcement learning framework that intelligently allocates GPU and CPU resources based on user-defined preferences (time, cost, or balanced) while ensuring SLA compliance. Our approach introduces two key innovations: (1) intelligent initialization through historical learning or efficient baseline runs that eliminates cold-start problems, reducing initial exploration overhead by 60%, and (2) dynamic weight adaptation that automatically adjusts optimization priorities based on real-time SLA violation severity, creating a self-correcting system. SLA-MORL constructs a 21-dimensional state representation capturing resource utilization, training progress, and SLA compliance, enabling an actor-critic network to make informed allocation decisions across 9 possible actions. Extensive evaluation on 13 diverse ML workloads using production HPC infrastructure demonstrates that SLA-MORL achieves 67.2% reduction in training time for deadline-critical jobs, 68.8% reduction in costs for budget-constrained workloads, and 73.4% improvement in overall SLA compliance compared to static baselines. By addressing both cold-start inefficiency and dynamic adaptation challenges, SLA-MORL provides a practical solution for cloud resource management that balances performance, cost, and reliability in modern ML training environments.

In many multi-objective reinforcement learning (MORL) applications, being able to systematically explore the Pareto-stationary solutions under multiple non-convex reward objectives with theoretical finite-time sample complexity guarantee is an important and yet under-explored problem. This motivates us to take the first step and fill the important gap in MORL. Specifically, in this paper, we propose a \uline{M}ulti-\uline{O}bjective weighted-\uline{CH}ebyshev \uline{A}ctor-critic (MOCHA) algorithm for MORL, which judiciously integrates the weighted-Chebychev (WC) and actor-critic framework to enable Pareto-stationarity exploration systematically with finite-time sample complexity guarantee. Sample complexity result of MOCHA algorithm reveals an interesting dependency on $p_{\min}$ in finding an $ε$-Pareto-stationary solution, where $p_{\min}$ denotes the minimum entry of a given weight vector $\mathbf{p}$ in WC-scarlarization. By carefully choosing learning rates, the sample complexity for each exploration can be $\tilde{\mathcal{O}}(ε^{-2})$. Furthermore, simulation studies on a large KuaiRand offline dataset, show that the performance of MOCHA algorithm significantly outperforms other baseline MORL approaches.

--The time allocation problem in multi-function cognitive radar systems focuses on the trade-off between scanning for newly emerging targets and tracking the previously detected targets. We formulate this as a multi-objective optimization problem and employ deep reinforcement learning to find Pareto-optimal solutions and compare deep deterministic policy gradient (DDPG) and soft actor-critic (SAC) algorithms. Our results demonstrate the effectiveness of both algorithms in adapting to various scenarios, with SAC showing improved stability and sample efficiency compared to DDPG. We further employ the NSGA-II algorithm to estimate an upper bound on the Pareto front of the considered problem. This work contributes to the development of more efficient and adaptive cognitive radar systems capable of balancing multiple competing objectives in dynamic environments.