In multi-objective multi-agent systems (MOMAS), agents explicitly
consider the possible tradeoffs between conflicting objective functions.
We argue that compromises between competing objectives
in MOMAS should be analysed on the basis of the utility that these
compromises have for the users of a system, where an agent’s utility
function maps their payoff vectors to scalar utility values. This
utility-based approach naturally leads to two different optimisation
criteria for agents in a MOMAS: expected scalarised returns (ESR)
and scalarised expected returns (SER). In this paper, we explore
the differences between these two criteria using the framework of
multi-objective normal form games (MONFGs). We demonstrate
that the choice of optimisation criterion (ESR or SER) can radically
alter the set of equilibria in a MONFG when non-linear utility
functions are used.