Equilibria in Multi-Objective Games: a Utility-Based Perspective

In multi-objective multi-agent systems (MOMAS), agents explicitlyconsider the possible tradeoffs between conflicting objective func-tions. We argue that compromises between competing objectivesin MOMAS should be analysed on the basis of the utility that thesecompromises have for the users of a system, where an agent’s util-ity function maps their payoff vectors to scalar utility values. Thisutility-based approach naturally leads to two different optimisationcriteria for agents in a MOMAS: expected scalarised returns (ESR)and scalarised expected returns (SER). In this paper, we explorethe differences between these two criteria using the framework ofmulti-objective normal form games (MONFGs). We demonstratethat the choice of optimisation criterion (ESR or SER) can radi-cally alter the set of equilibria in a MONFG when non-linear utilityfunctions are used.