Paper:
There ubiquitously exist many single-objective tasks in the real world that are inevitably related to some other objectives and influenced by them. We call such task as the objective-constrained task, which is inherently a multi-objective problem. Due to the conflict among different objectives, a trade-off is needed. A common compromise is to design a scalar reward function through clarifying the relationship among these objectives using the prior knowledge of experts. However, reward engineering is extremely cumbersome. This will result in behaviors that optimize our reward function without actually satisfying our preferences. In this paper, we explicitly cast the objective-constrained task as preference multiobjective reinforcement learning, with the overall goal of finding a Pareto optimal policy. Combined with Trajectory Preference Domination we propose, a weight vector that reflects the agent's preference for each objective can be learned. We analyzed the feasibility of our algorithm in theory, and further proved in experiments its better performance compared to those that design the reward function by experts.

Review:
After Responses:
I understand the differences that authors pointed to the relevant literature. However, it is still lacking comparisons to these relevant methods. The proposed method has not been compared with any of the existing literature. Hence, we do not have any idea how does it stand against the existing approaches. Hence, I believe the empirical study is still significantly lacking. I will stick to my decision. Main reason is as follows; I believe the idea is interesting but it needs a significant empirical work to be published. I recommend authors to improve empirical study and re-submit.
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The submission is proposing a method for multi-objective RL such that the preference of tasks learned on the fly with the policy learning. The main idea is converting the multi-objective problem into single objective by scalar weighting. The weights are learned in a structured learning fashion by enforcing them to approximate the Pareto dominance relations.
The submission is interesting; however, its novelty is not even clear since authors did not discuss majority of the existing related work. 
Authors can consult the AAMAS 2018 tutorial "Multi-Objective Planning and Reinforcement Learning" by Whiteson&Roijers for relevant papers. It is also important to note that there are other methods which learn weighting. Optimistic linear support is one of such methods. Hence, this is not the first of such approaches. Beyond RL, it is also studied extensively in supervised learning. For example, authors can see "Multi-Task Learning as Multi-Objective Optimization" from NeurIPS 2018.
The manuscript is also very hard to parse and understand. For example, Definition 2 uses but not define "p" in condition (2). Similarly, Lemma 1 states sth is "far greater" than something else. However, "far greater" is not really defined. I am also puzzled to understand the relevance of Theorem 1. It is beyond the scope of the manuscript, and also not really new.
Authors suggest a method to solve multi-objective optimization. However, there is no correctness proof. We do not know would the algorithm result in Pareto optimal solution even asymptotically. Arbitrary weights do not result in Pareto optimality.
Proposing a new toy problem is well-received. However, not providing any experiment beyond the proposed problem is problematic. Authors motivate their method using DOOM example. Why not provide experimental results on a challenging problem like DOOM?
In summary, I definitely appreciate the idea. However, it needs better literature search. Authors should position their paper properly with respect to existing literature. The theory should be revised and extended with convergence to Pareto optimality. Finally, more extensive experiments on existing problems comparing with existing baselines is needed.