Hi all. If this is the wrong section, please let me know and I’ll move my question.

I am curious if there is any work on multi-objective MDPs in Julia. I’m not very familiar with the MDP landscape in Julia; I perused the JuliaPOMDP (github.com) organization and did not see anything implementing algorithms for multi-objective MDPs. I’d like to know if I am missing something. Thanks.

when playing around with the bi-objective SDDP solver

Oh dear I never put much work into tidying it up. The idea is okay. But I think solving a few scalarized problems is probably better than trying to exactly solve the multi-objective problem.

I read in detail the review I linked above, they have an example in the paper (and a code repo here Mathieu Reymond / morl-guide · GitLab (vub.ac.be)) to approximate a Pareto front over 2 objectives for a stochastic model of dam control. Thought you’d be interested @odow