arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2011.15122cs.LG
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面向库存控制的深度受控学习

Deep Controlled Learning for Inventory Control

Department of Industrial Engineering and Innovation Sciences, Eindhoven University of Technology(工业工程与创新科学系,埃因霍温理工大学);ASML US LLC(ASML美国有限公司)

Tarkan Temizöz, Christina Imdahl, Remco Dijkman, Douniel Lamghari-Idrissi, Willem van Jaarsveld

AI总结:

针对库存管理高度随机性导致传统DRL难以超越启发式方法的问题,本文提出深度受控学习(DCL),结合逐次减半与公共随机数的高效仿真机制,在多种库存场景中以同一组超参数实现更低成本且最优性差距不超过0.2%。

摘要:

深度强化学习(DRL)在库存管理中的应用是一个新兴领域。然而,传统DRL算法最初是为游戏博弈和机器人等多样化领域开发的,可能并不适合库存管理所带来的特定挑战。因此,这些算法往往无法超越既有的启发式方法;例如,在损失销售库存控制中,尚无现有的DRL方法能够持续优于有上限的基础库存策略。这凸显了DRL在库存管理实际应用中的一个关键空白:库存问题的高度随机性需要量身定制的解决方案。为此,我们提出了深度受控学习(DCL),这是一种专为高度随机问题设计的新型DRL算法。DCL基于近似策略迭代,并结合了一种高效的仿真机制,将逐次减半(Sequential Halving)与公共随机数(Common Random Numbers)相结合。我们的数值研究表明,DCL在多种库存场景下均能持续优于最先进的启发式方法和DRL算法,包括损失销售、易腐库存系统以及具有随机提前期的库存系统。DCL在所有测试用例中均实现了更低的平均成本,同时保持不超过0.2%的最优性差距。值得注意的是,这一性能是在所有实验中使用同一组超参数实现的,这凸显了我们方法的鲁棒性和泛化能力。这些发现有助于持续推进面向库存管理的定制化DRL算法的探索,为该领域的进一步研究和实际应用奠定了基础。

英文摘要:

The application of Deep Reinforcement Learning (DRL) to inventory management is an emerging field. However, traditional DRL algorithms, originally developed for diverse domains such as game-playing and robotics, may not be well-suited for the specific challenges posed by inventory management. Consequently, these algorithms often fail to outperform established heuristics; for instance, no existing DRL approach consistently surpasses the capped base-stock policy in lost sales inventory control. This highlights a critical gap in the practical application of DRL to inventory management: the highly stochastic nature of inventory problems requires tailored solutions. In response, we propose Deep Controlled Learning (DCL), a new DRL algorithm designed for highly stochastic problems. DCL is based on approximate policy iteration and incorporates an efficient simulation mechanism, combining Sequential Halving with Common Random Numbers. Our numerical studies demonstrate that DCL consistently outperforms state-of-the-art heuristics and DRL algorithms across various inventory settings, including lost sales, perishable inventory systems, and inventory systems with random lead times. DCL achieves lower average costs in all test cases while maintaining an optimality gap of no more than 0.2\%. Remarkably, this performance is achieved using the same hyperparameter set across all experiments, underscoring the robustness and generalizability of our approach. These findings contribute to the ongoing exploration of tailored DRL algorithms for inventory management, providing a foundation for further research and practical application in this area.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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