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Approximate Optimization Algorithms with Theoretical Rationales in Markov Decision Processes

Research Project

Project/Area Number 19K04904
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Review Section Basic Section 25010:Social systems engineering-related
Research InstitutionNagoya Institute of Technology

Principal Investigator

Nakade Koichi  名古屋工業大学, 工学(系)研究科(研究院), 教授 (50207825)

Project Period (FY) 2019-04-01 – 2023-03-31
Project Status Completed (Fiscal Year 2022)
Budget Amount *help
¥4,290,000 (Direct Cost: ¥3,300,000、Indirect Cost: ¥990,000)
Fiscal Year 2021: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2020: ¥1,560,000 (Direct Cost: ¥1,200,000、Indirect Cost: ¥360,000)
Fiscal Year 2019: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Keywordsマルコフ決定過程 / 最適化 / 数値解析 / アルゴリズム / 強化学習 / 生産 / 発注 / 最適政策 / 近似政策 / 風力発電 / 在庫管理 / 発注政策 / 確率モデル / 生産システム / 待ち行列
Outline of Research at the Start

生産システムにおいて,需要や在庫等,与えられた情報を適切に用いることで生産指示,発注,在庫管理等を行うことは重要である.しかし最適な制御を行うことは規模が大きくなるにつれ困難となる.これまで強化学習等のアプローチが知られているが,問題に対する理論的根拠が曖昧であることが多い.
本研究では,マルコフ決定過程で定式化可能な,推移確率等の情報が利用可能な問題について,近似最適化アルゴリズムを構築することを目標とする.これまで提案されてきた様々な近似アプローチと問題が持つ性質を考慮しながら問題に適切な近似アルゴリズムを構築するとともに,より汎用性の高い近似アルゴリズムの構築にも取り組む.

Outline of Final Research Achievements

The appropriate algorithm for various problems including the production systems to optimize the system is hard to apply. In addition, it is difficult to collect many real data to evaluate policies appropriately and optimize the system. We developed the near-optimal policy for several problems considering their qualitive and quantitative properties. The optimal allocation of customers to servers in the queueing systems, the optimal order policies in stores with perishable goods, the optimal orders and production policies in a supply chain, optimal preventive maintenance policies in offshore wind turbines with seasonality, and optimal model in a green supply chain are discussed.

Academic Significance and Societal Importance of the Research Achievements

本研究では,サプライチェインをはじめとする様々な生産,物流,販売等のシステムをマルコフ決定過程で定式化し,それぞれのシステムがもつ特性に適切な(近似)最適化アルゴリズムを適用して,ある程度大きな問題に対する優れた決定政策を求め,また,そのシステムの近似最適政策が持つ性質を導くことができた.この性質を知ることにより,大規模で数値的に計算が困難な問題においてもどのような方針で運用すれば良いかを得るための知見を売ることができる.

Report

(5 results)
  • 2022 Annual Research Report   Final Research Report ( PDF )
  • 2021 Research-status Report
  • 2020 Research-status Report
  • 2019 Research-status Report
  • Research Products

    (19 results)

All 2023 2022 2021 2020 2019

All Journal Article (8 results) (of which Int'l Joint Research: 1 results,  Peer Reviewed: 8 results) Presentation (11 results) (of which Int'l Joint Research: 2 results)

  • [Journal Article] Analysis of a discrete-time Markov process with a bounded continuous state space by the Fredholm integral equation of the second kind2022

    • Author(s)
      Nakade Koichi、Karim Rubayet
    • Journal Title

      RAIRO - Operations Research

      Volume: 56 Issue: 4 Pages: 2881-2894

    • DOI

      10.1051/ro/2022099

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] A Literature Review on the Sustainable EPQ Model, Focusing on Carbon Emissions and Product Recycling2022

    • Author(s)
      Karim Rubayet、Nakade Koichi
    • Journal Title

      Logistics

      Volume: 6 Issue: 3 Pages: 55-55

    • DOI

      10.3390/logistics6030055

    • Related Report
      2022 Annual Research Report
    • Peer Reviewed
  • [Journal Article] Modeling a one retailer-one manufacturer supply chain system considering environmental sustainability and disruption2021

    • Author(s)
      Rubayet Karim, Koichi Nakade
    • Journal Title

      International Journal of System Science: Operations and Logistics

      Volume: 8 Issue: 4 Pages: 297-320

    • DOI

      10.1080/23302674.2020.1756006

    • Related Report
      2021 Research-status Report
    • Peer Reviewed / Int'l Joint Research
  • [Journal Article] An approximate optimal ordering policy with multiple deliveries and disposals for short-life time products2020

    • Author(s)
      NAKADE Koichi、TERASHIMA Ryo
    • Journal Title

      Journal of Advanced Mechanical Design, Systems, and Manufacturing

      Volume: 14 Issue: 5 Pages: JAMDSM0067-JAMDSM0067

    • DOI

      10.1299/jamdsm.2020jamdsm0067

    • NAID

      130007867991

    • ISSN
      1881-3054
    • Related Report
      2020 Research-status Report
    • Peer Reviewed
  • [Journal Article] A Markovian production-inventory system with consideration of random quality disruption2020

    • Author(s)
      KARIM Rubayet、NAKADE Koichi
    • Journal Title

      Journal of Advanced Mechanical Design, Systems, and Manufacturing

      Volume: 14 Issue: 5 Pages: JAMDSM0071-JAMDSM0071

    • DOI

      10.1299/jamdsm.2020jamdsm0071

    • NAID

      130007868075

    • ISSN
      1881-3054
    • Related Report
      2020 Research-status Report
    • Peer Reviewed
  • [Journal Article] Analysis of a two-critical-number production policy in an M/G-type production system with waiting time information2020

    • Author(s)
      Nakade Koichi、Ito Ryuta
    • Journal Title

      International Journal of Management Science and Engineering Management

      Volume: 15 Issue: 3 Pages: 226-236

    • DOI

      10.1080/17509653.2019.1710300

    • Related Report
      2020 Research-status Report 2019 Research-status Report
    • Peer Reviewed
  • [Journal Article] Service Rate and Admission Control in an M/G/1 Queue with State-Dependent Arrival Rates2020

    • Author(s)
      Nakade Koichi、Nishimura Shunta
    • Journal Title

      Asia-Pacific Journal of Operational Research

      Volume: 37 Issue: 06 Pages: 23-23

    • DOI

      10.1142/s0217595920500335

    • Related Report
      2020 Research-status Report
    • Peer Reviewed
  • [Journal Article] Stochastic analysis of an imperfect production_inventory system with consideration of random machine breakdown, rework, inspection, and environmental emissions2020

    • Author(s)
      Rubayet Karim, Koichi Nakade
    • Journal Title

      Int. J. of Industrial and Systems Engineering

      Volume: -

    • Related Report
      2019 Research-status Report
    • Peer Reviewed
  • [Presentation] グリーンサプライチェーンにおける小売業者と製造業者の個別最適化モデル2023

    • Author(s)
      櫻井 航,中出康一
    • Organizer
      日本OR学会中部支部研究発表会
    • Related Report
      2022 Annual Research Report
  • [Presentation] 相乗りサービスにおける最適車両割当て2023

    • Author(s)
      岩田 一真,中出康一
    • Organizer
      日本経営工学会中部支部研究発表会
    • Related Report
      2022 Annual Research Report
  • [Presentation] マルコフ決定過程における最適政策の理論的導出2022

    • Author(s)
      中出康一
    • Organizer
      第34回RAMPシンポジウム 2022
    • Related Report
      2022 Annual Research Report
  • [Presentation] PREVENTIVE MAINTENANCE OF OFFSHORE WIND TURBINES WITH SEASONALITY,2021

    • Author(s)
      Kyoka Yamada, Koichi Nakade
    • Organizer
      International Symposium on Scheduling 2021
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research
  • [Presentation] Effect of Informed Demand Lead Time Under Imperfect Advance Demand Information2021

    • Author(s)
      Koichi Nakade, Tsubasa Seino,
    • Organizer
      APMS 2021
    • Related Report
      2021 Research-status Report
    • Int'l Joint Research
  • [Presentation] マルチチャネルサプライチェーンにおけるリスク考慮型強化学習アルゴリズム2021

    • Author(s)
      合尾友希,中出康一
    • Organizer
      日本経営工学会中部支部研究発表会
    • Related Report
      2021 Research-status Report
  • [Presentation] 短寿命商品の納品体制における発注政策2021

    • Author(s)
      清野翼,中出康一
    • Organizer
      日本OR学会中部支部研究発表会
    • Related Report
      2021 Research-status Report
  • [Presentation] 季節性を考慮した洋上風力発電設備の予防保全2021

    • Author(s)
      山田響佳,中出康一
    • Organizer
      2020年度日本経営工学会中部支部研究発表会
    • Related Report
      2020 Research-status Report
  • [Presentation] 需要情報の情報量による最適発注返品政策の比較2020

    • Author(s)
      清野翼,中出康一
    • Organizer
      日本経営工学中部支部研究発表会
    • Related Report
      2019 Research-status Report
  • [Presentation] AN APPROXIMATE OPTIMAL ORDERING POLICY FOR PRODUCTS WITH MULTIPLE DELIVERIES AND DISPOSALS2019

    • Author(s)
      Koichi Nakade, Ryo Terashima
    • Organizer
      International symposium of scheduling 2019
    • Related Report
      2019 Research-status Report
  • [Presentation] OPTIMIZATION OF A PRODUCTION-INVENTORY SYSTEM WITH CONSIDERATION OF QUALITY FAILURE AND REWORK2019

    • Author(s)
      Rubayet Karim, Koichi Nakade
    • Organizer
      International symposium of scheduling 2019
    • Related Report
      2019 Research-status Report

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Published: 2019-04-18   Modified: 2024-01-30  

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