Approximated Dynamic Programming for Production and Inventory Planning Problem in Cold Rolling Process of Steel Production

We study a multi-product production and inventory planning problem with uncertain demand in the cold rolling stage of steel production processes. The problem is to determine the production amount of each product in each planning period so that the sum of production, inventory holding, and backorder...

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Main Authors: Jing Wu, Lijie Su, Gongshu Wang, Yang Yang
Format: Article
Language:English
Published: MDPI AG 2024-12-01
Series:Mathematics
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Online Access:https://www.mdpi.com/2227-7390/12/24/3922
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author Jing Wu
Lijie Su
Gongshu Wang
Yang Yang
author_facet Jing Wu
Lijie Su
Gongshu Wang
Yang Yang
author_sort Jing Wu
collection DOAJ
description We study a multi-product production and inventory planning problem with uncertain demand in the cold rolling stage of steel production processes. The problem is to determine the production amount of each product in each planning period so that the sum of production, inventory holding, and backorder costs is minimized. We first formulate it into a Markov decision process (MDP) model, considering dynamic demand. Aiming at the proposed large-scale MDP model, we develop the improved Approximated Dynamic Programming (ADP) algorithms, which are composed of the reformulation and the approximation functions for the value function in MDP. Linear and two quadratic approximate functions are proposed to approximate the value function. Numerical experiments show the optimal gaps of the different approximation methods and illustrate the efficiency of the proposed ADP methods.
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spelling doaj-art-cdc3bd16cae34017bd6bde64a31ae0902024-12-27T14:38:01ZengMDPI AGMathematics2227-73902024-12-011224392210.3390/math12243922Approximated Dynamic Programming for Production and Inventory Planning Problem in Cold Rolling Process of Steel ProductionJing Wu0Lijie Su1Gongshu Wang2Yang Yang3School of Economics and Management, Shandong Huayu University of Technology, Dezhou 253034, ChinaKey Laboratory of Data Analytics and Optimization for Smart Industry (Northeastern University), Ministry of Education, Shenyang 110819, ChinaLiaoning Engineering Laboratory of Data Analytics and Optimization for Smart Industry, Shenyang 110819, ChinaLiaoning Key Laboratory of Manufacturing System and Logistics Optimization, Shenyang 110819, ChinaWe study a multi-product production and inventory planning problem with uncertain demand in the cold rolling stage of steel production processes. The problem is to determine the production amount of each product in each planning period so that the sum of production, inventory holding, and backorder costs is minimized. We first formulate it into a Markov decision process (MDP) model, considering dynamic demand. Aiming at the proposed large-scale MDP model, we develop the improved Approximated Dynamic Programming (ADP) algorithms, which are composed of the reformulation and the approximation functions for the value function in MDP. Linear and two quadratic approximate functions are proposed to approximate the value function. Numerical experiments show the optimal gaps of the different approximation methods and illustrate the efficiency of the proposed ADP methods.https://www.mdpi.com/2227-7390/12/24/3922steel productionproduction and inventory planninguncertain demandMarkov decision processapproximated dynamic programming
spellingShingle Jing Wu
Lijie Su
Gongshu Wang
Yang Yang
Approximated Dynamic Programming for Production and Inventory Planning Problem in Cold Rolling Process of Steel Production
Mathematics
steel production
production and inventory planning
uncertain demand
Markov decision process
approximated dynamic programming
title Approximated Dynamic Programming for Production and Inventory Planning Problem in Cold Rolling Process of Steel Production
title_full Approximated Dynamic Programming for Production and Inventory Planning Problem in Cold Rolling Process of Steel Production
title_fullStr Approximated Dynamic Programming for Production and Inventory Planning Problem in Cold Rolling Process of Steel Production
title_full_unstemmed Approximated Dynamic Programming for Production and Inventory Planning Problem in Cold Rolling Process of Steel Production
title_short Approximated Dynamic Programming for Production and Inventory Planning Problem in Cold Rolling Process of Steel Production
title_sort approximated dynamic programming for production and inventory planning problem in cold rolling process of steel production
topic steel production
production and inventory planning
uncertain demand
Markov decision process
approximated dynamic programming
url https://www.mdpi.com/2227-7390/12/24/3922
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AT gongshuwang approximateddynamicprogrammingforproductionandinventoryplanningproblemincoldrollingprocessofsteelproduction
AT yangyang approximateddynamicprogrammingforproductionandinventoryplanningproblemincoldrollingprocessofsteelproduction