Limitations of Scalarisation in MORL: A Comparative Study in Discrete Environments

Scalarisation functions are widely employed in MORL algorithms to enable intelligent decision-making. However, these functions often struggle to approximate the Pareto front accurately, rendering them unideal in complex, uncertain environments. This study examines selected Multi-Objective Reinforcement Learning (MORL) algorithms across MORL environments with discrete action and observation spaces. We aim to investigate further the limitations associated with scalarisation approaches for decision-making in multi-objective settings. Specifically, we use an outer-loop multi-policy methodology to assess the performance of a seminal single-policy MORL algorithm, MO Q-Learning implemented with linear scalarisation and Chebyshev scalarisation functions. In addition, we explore a pioneering inner-loop multi-policy algorithm, Pareto Q-Learning, which offers a more robust alternative. Our findings reveal that the performance of the scalarisation functions is highly dependent on the environment and the shape of the Pareto front. These functions often fail to retain the solutions uncovered during learning and favour finding solutions in certain regions of the solution space. Moreover, finding the appropriate weight configurations to sample the entire Pareto front is complex, limiting their applicability in uncertain settings. In contrast, inner-loop multi-policy algorithms may provide a more sustainable and generalizable approach and potentially facilitate intelligent decision-making in dynamic and uncertain environments. 15 pages, 4 figures, published in the Proceedings of the 46th Annual Conference of the South African Institute of Computer Scientists and Information Technologists (SAICSIT 2025)