I have modified some of the files in the original rlglue-python-codec to handle multiple objectives. Changes are indicated in respective files through comments.

Source for rlglue for multiple objectives: http://subversion.assembla.com/svn/mo-rl-glue/ from the paper:

Issabekov, R., & Vamplew, P. (2012). An empirical comparison of two common multiobjective reinforcement learning algorithms. In AI 2012: Advances in Artificial Intelligence (pp. 626-636). Springer Berlin Heidelberg.

Compile and install morl_glue as regular rlglue installation. (follow instructions given there!)

The original files maintain the license as-is. Modifications are distributed under the MIT License