摘要：With recent advances in deep reinforcement learning, it is time to take another look at reinforcement learning as an approach for discrete production control. We applied proximal policy optimization (PPO), a recently developed algorithm for deep reinforcement learning, to the stochastic economic lot scheduling problem. The problem involves scheduling manufacturing decisions on a single machine under stochastic demand, and despite its simplicity remains computationally challenging. We implemented two parameterized models for the control policy and value approximation, a linear model and a neural network, and used a modified PPO algorithm to seek the optimal parameter values. Benchmarking against the best known control policy for the test case, in which Paternina-Arboleda and Das (2005) combined a base-stock policy and an older reinforcement learning algorithm, we improved the average cost rate by 2 %. Our approach is more general, as we do not require a priori policy parameters such as base-stock levels, and the entire policy is learned.
关键词：KeywordsReinforcement learningStochastic economic lot schedulingLearning controlStochastic controlMonte Carlo simulationNeural networksMachine learning
