马尔科夫决策过程设计:一个整合战略和运营决策的框架
Seth Brown1, Saumya Sinha1, Andrew J Schaefer1
1Computational Applied Mathematics & Operations Research, Rice University, 6100 Main St, Houston, 77005, TX, USA.
概括
本研究提出了不确定性下系统设计的新框架,整合了设计和运行阶段,以最大限度地降低重复使用系统的初始和长期成本.
科学领域:
- 运营研究 运营研究
- 系统工程 系统工程
- 决策科学 决策科学 决策科学
背景情况:
- 设计用于重复使用的系统通常需要平衡前期设计成本和未来的运营费用.
- 运行条件的不确定性使最佳系统设计复杂化,使传统方法不足.
研究的目的:
- 开发一个统一的建模框架,用于在不确定性下重复使用的系统的最佳设计.
- 同时最大限度地降低初始设计成本和预期的未来运营成本.
主要方法:
- 该研究整合了设计阶段的混合整数程序和操作阶段的折扣成本无限地平线马尔科夫决策流程.
- 一个双级混合整数线性编程公式是为了解决集成问题的.
- 计算研究是在现实的问题实例上进行的.
主要成果:
- 拟议的框架成功地整合了系统设计和不确定性下的运营规划.
- 双级配方提供了一种方法,可以同时优化设计和运营成本.
- 数字结果证明了现实实例的可解决性.
结论:
- 开发的建模框架提供了一个有效的方法,以优化设计系统在不确定的环境中重复使用.
- 这项研究为决策者提供了有价值的工具,旨在尽量减少整个生命周期的总系统成本.
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