Abstract: Many real world problems are multi-objective. Thus, the need for multi-objective learning and optimization algorithms is inevitable. Although the multi-objective optimization algorithms are well-studied, the multi-objective learning algorithms have attracted less attention. In this paper, a fuzzy multi-objective reinforcement learning algorithm is proposed, and we refer to it as the multi-objective fuzzy Q-learning (MOFQL) algorithm. The algorithm is implemented to solve a bi-objective reach-avoid game. The majority of the multi-objective reinforcement algorithms proposed address solving problems in the discrete state-action domain. However, the MOFQL algorithm can also handle problems in a continuous state-action domain. A fuzzy inference system (FIS) is implemented to estimate the value function for the bi-objective problem. We used a temporal difference (TD) approach to update the fuzzy rules. The proposed method is a multi-policy multi-objective algorithm and can find the non-convex regions of the Pareto front. PDF
Keywords: Reinforcement Learning, Differential Games, Q-Learning, Multi-Objective Reinforcement Learning