Many applications of multi-objective reinforcement learning (MORL) require policies that balance conflicting objectives while satisfying safety constraints. We study safe MORL with zero constraint violation throughout learning, covering both cumulative and stepwise constraints.
A key challenge is to explore sufficiently under unknown dynamics and constraint costs without violating the constraints. For a given preference over objectives, we develop an algorithm to learn a safe Pareto optimal policy by combining optimistic reward estimates with pessimistic cost bounds.
With high probability, every policy executed over $T$ episodes incurs zero constraint violation. The algorithm returns a safe Markov policy induced by the averaged occupancy measure and achieves an $\widetilde{O}(1/\sqrt{T})$ suboptimality gap under smooth Tchebycheff scalarization.
We further develop a preference-free algorithm that first explores safely without a prespecified preference and then computes a safe policy for any given preference without further interaction. Over $T$ exploration episodes and $K$ planning iterations, it retains the same safety guarantee and achieves an $\widetilde{O}(1/\sqrt{T}+1/\sqrt{K})$ suboptimality gap.
Both algorithms require knowledge of a policy that strictly satisfies the constraints and its costs. We then relax these requirements, incurring at most constant cumulative violation.
To our knowledge, we provide the first sample-efficient MORL algorithms that guarantee safety for every executed policy.