
Integrated condition-based maintenance and multi-item lot-sizing with stochastic demand
- Author
- Alp Darendeliler (UGent) , Dieter Claeys (UGent) and El-Houssaine Aghezzaf (UGent)
- Organization
- Abstract
- This paper studies the problem of integrated lot-sizing and maintenance decision making in case of multiple products and stochastic demand. The problem is formulated as a Markov decision process, in which the goal is to find a joint production and maintenance policy that minimizes the long run expected total discounted cost. Therefore, the classic Q-learning algorithm is adopted, and a decomposition-based approximate Q-value heuristic is developed to obtain near-optimal solutions in a reasonable time. To accelerate the convergence of the Q-learning algorithm, a hybrid Q-learning method is proposed in which the Q-values are initiated by the output of the decomposition-based approximate Q-value heuristic. The numerical experiments reveal that the approximate Q-value heuristic is outperformed by the classic and hybrid Q-learning algorithms in terms of accuracy and that the hybrid Q-learning method converges much faster than the classic Q-learning method. However, these so-called tabular methods do not scale to larger problems with more than four products. Hence, based on the problem structure, three state aggregation schemes are developed and applied to the Q-learning algorithm to solve the large-scale problems. The numerical study demonstrates that Q-learning with the third state aggregation scheme performs nearly as good as the hybrid Q-learning method while significantly reducing the computational time and being scalable to large-scale problems.
- Keywords
- Condition-based maintenance, Markov decision process, inventory, multi-product, lot-sizing, stochastic demand, reinforcement learning.
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Citation
Please use this url to cite or link to this publication: http://hdl.handle.net/1854/LU-01GPDC8M4TWC6QARVDN597NYRF
- MLA
- Darendeliler, Alp, et al. “Integrated Condition-Based Maintenance and Multi-Item Lot-Sizing with Stochastic Demand.” JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, vol. 19, no. 9, 2023, pp. 6908–47, doi:10.3934/jimo.2022245.
- APA
- Darendeliler, A., Claeys, D., & Aghezzaf, E.-H. (2023). Integrated condition-based maintenance and multi-item lot-sizing with stochastic demand. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 19(9), 6908–6947. https://doi.org/10.3934/jimo.2022245
- Chicago author-date
- Darendeliler, Alp, Dieter Claeys, and El-Houssaine Aghezzaf. 2023. “Integrated Condition-Based Maintenance and Multi-Item Lot-Sizing with Stochastic Demand.” JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION 19 (9): 6908–47. https://doi.org/10.3934/jimo.2022245.
- Chicago author-date (all authors)
- Darendeliler, Alp, Dieter Claeys, and El-Houssaine Aghezzaf. 2023. “Integrated Condition-Based Maintenance and Multi-Item Lot-Sizing with Stochastic Demand.” JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION 19 (9): 6908–6947. doi:10.3934/jimo.2022245.
- Vancouver
- 1.Darendeliler A, Claeys D, Aghezzaf E-H. Integrated condition-based maintenance and multi-item lot-sizing with stochastic demand. JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION. 2023;19(9):6908–47.
- IEEE
- [1]A. Darendeliler, D. Claeys, and E.-H. Aghezzaf, “Integrated condition-based maintenance and multi-item lot-sizing with stochastic demand,” JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, vol. 19, no. 9, pp. 6908–6947, 2023.
@article{01GPDC8M4TWC6QARVDN597NYRF, abstract = {{This paper studies the problem of integrated lot-sizing and maintenance decision making in case of multiple products and stochastic demand. The problem is formulated as a Markov decision process, in which the goal is to find a joint production and maintenance policy that minimizes the long run expected total discounted cost. Therefore, the classic Q-learning algorithm is adopted, and a decomposition-based approximate Q-value heuristic is developed to obtain near-optimal solutions in a reasonable time. To accelerate the convergence of the Q-learning algorithm, a hybrid Q-learning method is proposed in which the Q-values are initiated by the output of the decomposition-based approximate Q-value heuristic. The numerical experiments reveal that the approximate Q-value heuristic is outperformed by the classic and hybrid Q-learning algorithms in terms of accuracy and that the hybrid Q-learning method converges much faster than the classic Q-learning method. However, these so-called tabular methods do not scale to larger problems with more than four products. Hence, based on the problem structure, three state aggregation schemes are developed and applied to the Q-learning algorithm to solve the large-scale problems. The numerical study demonstrates that Q-learning with the third state aggregation scheme performs nearly as good as the hybrid Q-learning method while significantly reducing the computational time and being scalable to large-scale problems.}}, author = {{Darendeliler, Alp and Claeys, Dieter and Aghezzaf, El-Houssaine}}, issn = {{1547-5816}}, journal = {{JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION}}, keywords = {{Condition-based maintenance, Markov decision process, inventory, multi-product, lot-sizing, stochastic demand, reinforcement learning.}}, language = {{eng}}, number = {{9}}, pages = {{6908--6947}}, title = {{Integrated condition-based maintenance and multi-item lot-sizing with stochastic demand}}, url = {{http://doi.org/10.3934/jimo.2022245}}, volume = {{19}}, year = {{2023}}, }
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