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北京大学彭一杰副教授:Deep Reinforcement Learning for Large-Scale Inventory Management



主讲人:彭一杰 副教授 北京大学光华管理学院

题目:Deep Reinforcement Learning for Large-Scale Inventory Management

摘要:The boom of the e-commerce industry in recent years prompts the focus of inventory management into large-scale problems with multiple products and multi-echelon supply chains. This work introduces a simulation-driven solution for large-scale inventory problems, where deep reinforcement learning (DRL) is used as the central technique and deep learning (DL) is exploited to assist the training of the associated neural network. We first investigate a single-echelon multi-product problem as a representative of relatively simple inventory models with ex-post optimal or sub-optimal policies. Using training samples generated by simulation, a DL model is first trained by imitating a target policy, after which a DRL procedure is applied to fine-tune the DL model for further improvement. The numerical results on real-life data from a leading e-commerce company show that our method outperforms conventional base-stock policies and an existing DL method with regard to average operational cost. Then, we formulate a multi-echelon multi-product problem with a practical two-level warehouse network and shared storage resources as a representative of hard inventory models without available heuristic solutions. In this case, a DRL model is trained based on feedback from simulation. The numerical results on real-life data show that our method is capable of constructing intelligent ordering policies that involve coordination among stages and outperforms three combined heuristics adapted to this problem in operational cost.

个人简介:彭一杰,北京大学光华管理学院副教授,博士生导师。北京大学人工智能研究院、国家健康医疗大数据研究院兼职研究员。本科毕业于武汉大学数学与统计学院,从复旦大学管理学院获博士学位。在美国马里兰大学和乔治梅森大学分别从事过博士后与助理教授工作。主要研究方向包括仿真建模与优化、金融工程与风险管理、人工智能、健康医疗等。主持国家自然科学基金委杰出青年基金、优秀青年科学基金、原创探索计划等。在《Operations Research》,《INFORMS Journal on Computing》和《IEEE Transactions on Automatic Control》等高质量期刊上发表学术论,曾获INFORMS Outstanding Simulation Publication Award。目前担任Asia-Pacific Journal of Operational Research副主编、《系统管理学报》领域主编,全国工业统计学教学研究会金融科技与大数据分会副理事长,北京运筹学会副秘书长,管理科学与工程协会理事。