用深度强化学习让生产者智能调整产量,应对市场波动。
Deep Reinforcement Learning Agents for Strategic Production Policies in Microeconomic Market Simulations
- 用深度强化学习训练多主体生产策略,自适应响应价格、需求等变化。
- 在噪声干扰下,智能体策略长期收益显著优于静态或随机策略。
- 适合研究动态市场决策、算法博弈与经济仿真方向的研究者。
传统经济模型常依赖固定假设,难以捕捉真实市场中的复杂性与随机性。本文探索将深度强化学习(DRL)应用于微观经济市场环境,以获得最优生产策略,突破传统模型局限。我们提出一种基于DRL的方法,在包含多个生产者的竞争市场中,各主体根据波动的需求、供给、价格、补贴、固定成本、总产量曲线、弹性等受噪声干扰的变量,优化自身生产决策。该框架使智能体通过试错学习,掌握复杂数据模式并形成自适应生产策略。大量仿真表明,DRL训练的智能体能有效协调生产成本、市场价格与对手行为之间的复杂关系,在动态环境中实现长期利润最大化,显著优于静态与随机策略。本研究连接了理论建模与实际市场模拟,展示了DRL在市场策略决策中的变革潜力。
原文摘要 · Abstract (English)
Traditional economic models often rely on fixed assumptions about market dynamics, limiting their ability to capture the complexities and stochastic nature of real-world scenarios. However, reality is more complex and includes noise, making traditional models assumptions not met in the market. In this paper, we explore the application of deep reinforcement learning (DRL) to obtain optimal production strategies in microeconomic market environments to overcome the limitations of traditional models. Concretely, we propose a DRL-based approach to obtain an effective policy in competitive markets with multiple producers, each optimizing their production decisions in response to fluctuating demand, supply, prices, subsidies, fixed costs, total production curve, elasticities and other effects contaminated by noise. Our framework enables agents to learn adaptive production policies to several simulations that consistently outperform static and random strategies. As the deep neural networks used by the agents are universal approximators of functions, DRL algorithms can represent in the network complex patterns of data learnt by trial and error that explain the market. Through extensive simulations, we demonstrate how DRL can capture the intricate interplay between production costs, market prices, and competitor behavior, providing insights into optimal decision-making in dynamic economic settings. The results show that agents trained with DRL can strategically adjust production levels to maximize long-term profitability, even in the face of volatile market conditions. We believe that the study bridges the gap between theoretical economic modeling and practical market simulation, illustrating the potential of DRL to revolutionize decision-making in market strategies.
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