[rmateus]

Multicriteria value decision analysis theory and methods are able to provide the solution to model the need (utility). For instance, in reinforcement learning the payoff (goal) function is always a given without any depth consideration about its construction. It can be modeled by using the methods referred previously.

[xapata]

I thought that theory told us multicriteria optimization is intractable?

[rmateus]

Multicriteria optimization is distinct from multicriteria value decision analysis. The former does not model the value/utility of the criteria, while the latter does. If you do not model value/utility (what you need) then you cannot solve the underlying multicriteria problem.

[arbie]

If that's the same as multivariate opt, there are billion-dollar industries that rely on it every day.

[xapata]

No, unless I've mistaken the phrase, they're not the same. I'm thinking of the problem when competing criteria can't be satisfactorily combined as inputs to a function with a scalar output. This comes up in ethical paradoxes, for example.

[rmateus]

Making value trade-offs between competing criteria ultimately boils down to hard ethical choices (not exactly paradoxes)