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深度强化学习算法在两层级库存控制系统中的表现

Performance of deep reinforcement learning algorithms in two-echelon inventory control systems

International Journal of Production Research · 2024
被引 21
ABS 3

中文导读

研究了深度强化学习算法在供应链库存管理中的表现,发现近端策略优化算法在成本和训练时间上优于其他算法,并提供了开源仿真库。

Abstract

This study conducts a comprehensive analysis of deep reinforcement learning (DRL) algorithms applied to supply chain inventory management (SCIM), which consists of a sequential decision-making problem focussed on determining the optimal quantity of products to produce and ship across multiple capacitated local warehouses over a specific time horizon. In detail, we formulate the problem as a Markov decision process for a divergent two-echelon inventory control system characterised by stochastic and seasonal demand, also presenting a balanced allocation rule designed to prevent backorders in the first echelon. Through numerical experiments, we evaluate the performance of state-of-the-art DRL algorithms and static inventory policies in terms of both cost minimisation and training time while varying the number of local warehouses and product types and the length of replenishment lead times. Our results reveal that the Proximal Policy Optimization algorithm consistently outperforms other algorithms across all experiments, proving to be a robust method for tackling the SCIM problem. Furthermore, the (s, Q)-policy stands as a solid alternative, offering a compromise in performance and computational efficiency. Lastly, this study presents an open-source software library that provides a customisable simulation environment for addressing the SCIM problem, utilising a wide range of DRL algorithms and static inventory policies.

供应链管理库存控制强化学习运筹学人工智能