Deep Reinforcement Learning for inventory optimization with non-stationary uncertain demand.

Henri Dehaybe Daniele Catanzaro Philippe Chevalier

Published in: Eur. J. Oper. Res. (2024)

Keyphrases

non stationary
uncertain demand
supply chain
reinforcement learning
lead time
autoregressive

empirical mode decomposition
stochastic optimization
change point detection
fixed cost
optimal policy

stock price
financial time series
finite horizon
supply chain management
state space

service level
learning algorithm
inventory management
objective function
decision making