DC Field | Value | Language |
---|---|---|
dc.contributor.author | Shin, Joohyun | ko |
dc.contributor.author | Lee, Jay Hyung | ko |
dc.date.accessioned | 2019-04-15T14:32:08Z | - |
dc.date.available | 2019-04-15T14:32:08Z | - |
dc.date.created | 2019-03-26 | - |
dc.date.issued | 2019-02 | - |
dc.identifier.citation | COMPUTERS & CHEMICAL ENGINEERING, v.121, pp.556 - 573 | - |
dc.identifier.issn | 0098-1354 | - |
dc.identifier.uri | http://hdl.handle.net/10203/254142 | - |
dc.description.abstract | This study focuses on the linkage between decision layers that have different time scales. The resulting expansion of the boundary of decision-making process can provide more robust and flexible management and operation strategies by resolving inconsistencies between different levels. For this, we develop a multi-timescale decision-making model that combines Markov decision process (MDP) and mathematical programming (MP) in a complementary way and introduce a computationally tractable solution algorithm based on reinforcement learning (RL) to solve the MP-embedded MDP problem. To support the integration of the decision hierarchy, a data-driven uncertainty prediction model is suggested which is valid across all time scales considered. A practical example of refinery procurement and production planning is presented to illustrate the proposed method, along with numerical results of a benchmark case study. (C) 2018 Elsevier Ltd. All rights reserved. | - |
dc.language | English | - |
dc.publisher | PERGAMON-ELSEVIER SCIENCE LTD | - |
dc.title | Multi-timescale, multi-period decision-making model development by combining reinforcement learning and mathematical programming | - |
dc.type | Article | - |
dc.identifier.wosid | 000460730900042 | - |
dc.identifier.scopusid | 2-s2.0-85057534192 | - |
dc.type.rims | ART | - |
dc.citation.volume | 121 | - |
dc.citation.beginningpage | 556 | - |
dc.citation.endingpage | 573 | - |
dc.citation.publicationname | COMPUTERS & CHEMICAL ENGINEERING | - |
dc.identifier.doi | 10.1016/j.compchemeng.2018.11.020 | - |
dc.contributor.localauthor | Lee, Jay Hyung | - |
dc.description.isOpenAccess | N | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordAuthor | Multi-timescale decision making | - |
dc.subject.keywordAuthor | Decision under uncertainty | - |
dc.subject.keywordAuthor | Markov decision process | - |
dc.subject.keywordAuthor | Mathematical programming | - |
dc.subject.keywordAuthor | Reinforcement learning | - |
dc.subject.keywordPlus | SCHEDULING PROBLEMS | - |
dc.subject.keywordPlus | OPTIMIZATION | - |
dc.subject.keywordPlus | SYSTEMS | - |
dc.subject.keywordPlus | UNCERTAINTY | - |
dc.subject.keywordPlus | FORMULATION | - |
dc.subject.keywordPlus | FRAMEWORK | - |
dc.subject.keywordPlus | STRATEGY | - |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.