Author: Atanu Mazumdar
Master Thesis on “Interactive Bayesian Multiobjective Evolutionary Optimization in Reinforcement Learning Problems with Conflicting Reward Functions”
In many real-world problems, there are multiple conflicting objective functions that need to be optimized simultaneously. For example, an investment company wants to create an optimum portfolio of stocks to maximize profits and minimize risk simultaneously. However, most reinforcement learning (RL) problems do not explicitly consider the tradeoff between multiple conflicting reward functions and assume a scalarized single objective reward function to be optimized. Multiobjective evolutionary optimization algorithms (MOEAs) can be used to find Pareto optimal policies by considering multiple reward functions as objectives.