马尔可夫决策过程
强化学习
数学优化
计算机科学
设施选址问题
过程(计算)
马尔可夫过程
最优化问题
马尔可夫链
人工智能
数学
统计
操作系统
机器学习
作者
Zhonghao Zhao,C.K.M. Lee,Xiaoyuan Yan,Haonan Wang
标识
DOI:10.1109/ieem58616.2023.10406899
摘要
Capacitated facility location problem (CFLP) is a classical combinatorial optimization problem widely applied in the domains of distribution, transportation planning, and telecommunication. As a typical NP-hard optimization problem, CFLPs featured by combinatorially high-dimensional decision spaces are not easily solved by most conventional methods. To appropriately handle the hard nature of CFLPs, we propose a deep reinforcement learning (DRL)-based framework to address CFLPs with discrete expansion sizes. Since a solution to the investigated CFLP can be sequentially constructed by partial solutions, we reformulated the CFLP as a Markov decision process with an unfixed and discrete time horizon. A deep Q-network (DQN)-based framework is adopted to learn the policy parameters and location solution. We experimentally demonstrate that our proposed approach can effectively find near-optimal solutions for CFLPs.
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