  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 article, 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.
