Deep Reinforcement Learning for inventory optimization with non-stationary uncertain demand.
Henri DehaybeDaniele CatanzaroPhilippe ChevalierPublished 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