Limitations of Scalarisation in MORL: A Comparative Study in Discrete Environments
This study systematically exposes fundamental limitations of scalarization-based methods in multi-objective reinforcement learning (MORL) with discrete action and observation spaces: poor Pareto-front coverage, low robustness, and strong dependence on environmental properties and front geometry. To address these issues, we propose an inner-loop multi-policy architecture and comparatively evaluate three representative approaches—linear scalarization, Chebyshev scalarization, and non-scalarized Pareto Q-learning—under both outer-loop single-policy and inner-loop multi-policy paradigms. Results demonstrate that Pareto Q-learning significantly improves solution-set diversity and stability over scalarized methods. Moreover, the inner-loop multi-policy design effectively mitigates scalarization’s sensitivity to weight selection and susceptibility to local optima. Our empirical analysis provides both a novel methodological paradigm and rigorous evidence for developing robust, scalable MORL algorithms.