用强化学习与进化算法结合,动态优化供应链多目标决策。
MORSE: Multi-Objective Reinforcement Learning via Strategy Evolution for Supply Chain Optimization
- 用进化算法搜索策略网络参数,生成多目标最优解集
- 在库存管理中优于现有方法,提升决策效率与鲁棒性
- 支持实时切换策略,适合复杂不确定环境下的供应链管理
在供应链管理中,决策常需权衡成本降低、服务水平提升和环境可持续性等多重冲突目标。传统多目标优化方法如线性规划和进化算法难以实时适应供应链的动态性。本文提出一种结合强化学习(RL)与多目标进化算法(MOEAs)的方法,应对不确定性下的动态多目标优化问题。该方法利用MOEAs搜索策略神经网络的参数空间,生成政策的帕累托前沿,为决策者提供一组可动态切换的多样化策略,以适应当前系统目标,实现实时决策的灵活性与适应性。同时引入条件风险价值(CVaR)以融入风险敏感决策,增强在不确定环境中的韧性。通过案例研究验证了该方法的有效性,展示其对供应链动态变化的响应能力,并在库存管理案例中优于当前最优方法。所提策略不仅提升了决策效率,还为管理不确定性和优化供应链绩效提供了更稳健的框架。
原文摘要 · Abstract (English)
In supply chain management, decision-making often involves balancing multiple conflicting objectives, such as cost reduction, service level improvement, and environmental sustainability. Traditional multi-objective optimization methods, such as linear programming and evolutionary algorithms, struggle to adapt in real-time to the dynamic nature of supply chains. In this paper, we propose an approach that combines Reinforcement Learning (RL) and Multi-Objective Evolutionary Algorithms (MOEAs) to address these challenges for dynamic multi-objective optimization under uncertainty. Our method leverages MOEAs to search the parameter space of policy neural networks, generating a Pareto front of policies. This provides decision-makers with a diverse population of policies that can be dynamically switched based on the current system objectives, ensuring flexibility and adaptability in real-time decision-making. We also introduce Conditional Value-at-Risk (CVaR) to incorporate risk-sensitive decision-making, enhancing resilience in uncertain environments. We demonstrate the effectiveness of our approach through case studies, showcasing its ability to respond to supply chain dynamics and outperforming state-of-the-art methods in an inventory management case study. The proposed strategy not only improves decision-making efficiency but also offers a more robust framework for managing uncertainty and optimizing performance in supply chains.
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