| Rollout及其并行求解算法在多类商品库存控制中的应用 |
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| 引用本文： | 李豹,程文娟,周雷,唐昊.Rollout及其并行求解算法在多类商品库存控制中的应用[J].系统仿真学报,2007,19(17):3883-3887. |
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| 作者姓名： | 李豹 程文娟 周雷 唐昊 |
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| 作者单位： | 合肥工业大学计算机与信息学院,安徽,合肥,230009 |
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| 基金项目： | 国家自然科学基金;安徽省自然科学基金;安徽高校自然科学研究重点项目 |
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| 摘 要： | Rollout算法是Bertsekas提出的求解马尔科夫决策过程(MDP)问题的一种仿真优化算法。文章研究Rollout算法求解多类商品库存控制问题,给出了基于性能势和神经元动态规划的Rollout优化算法。另外,为了降低运算时间,文章提出了两种Rollout并行求解算法,并讨论了这两种并行算法各自的适用场合。实验结果表明,Rollout算法能满足模型未知系统的优化要求,具有较好的并行性能。
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| 关 键 词： | Rollout算法 库存控制 Markov决策过程 性能势 并行算法 神经元动态规划 |
| 文章编号： | 1004-731X（2007）17-3883-05 |
| 收稿时间： | 2006-07-06 |
| 修稿时间： | 2006-12-12 |
Parallelizing Rollout Algorithms for Multi-product Inventory Control |
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| LI Bao,CHENG Wen-juan,ZHOU Lei,TANG Hao.Parallelizing Rollout Algorithms for Multi-product Inventory Control[J].Journal of System Simulation,2007,19(17):3883-3887. |
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| Authors: | LI Bao CHENG Wen-juan ZHOU Lei TANG Hao |
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| Institution: | School of Computer and Information, Heifei University of Technology, Heifei 230009, China |
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| Abstract: | The rollout algorithm (RA) is a simulation and optimization method, proposed by Bertsekas, for solving Markov decision processes (MDPs). An extension of the rollout algorithm was derived that was applied to multi-product inventory control. The rollout algorithm was given based on performance potentials and neuro-dynamic programming. In addition, since the rollout algorithm had a very strong inherent parallelism, two methods for parallelizing this algorithm were proposed to reduce the computation time, and their performance was analyzed. Some examples of multi-product inventory control were proposed by using the rollout algorithm. The numerical results show that the rollout algorithm can meet the requirement of the systems with unknown parameters, and has a good parallel performance. |
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| Keywords: | Rollout algorithms inventory control Markov decision process performance potentials parallel algorithms neuro-dynamic programming |
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