73,939 research outputs found
An Analysis of Multi-Agent Reinforcement Learning for Decentralized Inventory Control Systems
Most solutions to the inventory management problem assume a centralization of
information that is incompatible with organisational constraints in real supply
chain networks. The inventory management problem is a well-known planning
problem in operations research, concerned with finding the optimal re-order
policy for nodes in a supply chain. While many centralized solutions to the
problem exist, they are not applicable to real-world supply chains made up of
independent entities. The problem can however be naturally decomposed into
sub-problems, each associated with an independent entity, turning it into a
multi-agent system. Therefore, a decentralized data-driven solution to
inventory management problems using multi-agent reinforcement learning is
proposed where each entity is controlled by an agent. Three multi-agent
variations of the proximal policy optimization algorithm are investigated
through simulations of different supply chain networks and levels of
uncertainty. The centralized training decentralized execution framework is
deployed, which relies on offline centralization during simulation-based policy
identification, but enables decentralization when the policies are deployed
online to the real system. Results show that using multi-agent proximal policy
optimization with a centralized critic leads to performance very close to that
of a centralized data-driven solution and outperforms a distributed model-based
solution in most cases while respecting the information constraints of the
system
On resilient control of dynamical flow networks
Resilience has become a key aspect in the design of contemporary
infrastructure networks. This comes as a result of ever-increasing loads,
limited physical capacity, and fast-growing levels of interconnectedness and
complexity due to the recent technological advancements. The problem has
motivated a considerable amount of research within the last few years,
particularly focused on the dynamical aspects of network flows, complementing
more classical static network flow optimization approaches. In this tutorial
paper, a class of single-commodity first-order models of dynamical flow
networks is considered. A few results recently appeared in the literature and
dealing with stability and robustness of dynamical flow networks are gathered
and originally presented in a unified framework. In particular, (differential)
stability properties of monotone dynamical flow networks are treated in some
detail, and the notion of margin of resilience is introduced as a quantitative
measure of their robustness. While emphasizing methodological aspects --
including structural properties, such as monotonicity, that enable tractability
and scalability -- over the specific applications, connections to
well-established road traffic flow models are made.Comment: accepted for publication in Annual Reviews in Control, 201
A Neuroevolutionary Approach to Stochastic Inventory Control in Multi-Echelon Systems
Stochastic inventory control in multi-echelon systems poses hard problems in optimisation under uncertainty. Stochastic programming can solve small instances optimally, and approximately solve larger instances via scenario reduction techniques, but it cannot handle arbitrary nonlinear constraints or other non-standard features. Simulation optimisation is an alternative approach that has recently been applied to such problems, using policies that require only a few decision variables to be determined. However, to find optimal or near-optimal solutions we must consider exponentially large scenario trees with a corresponding number of decision variables. We propose instead a neuroevolutionary approach: using an artificial neural network to compactly represent the scenario tree, and training the network by a simulation-based evolutionary algorithm. We show experimentally that this method can quickly find high-quality plans using networks of a very simple form
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