MARLIM: Multi-Agent Reinforcement Learning for Inventory Management

Maintaining a balance between the supply and demand of products by optimizing replenishment decisions is one of the most important challenges in the supply chain industry. This paper presents a novel reinforcement learning framework called MARLIM, to address the inventory management problem for a single-echelon multi-products supply chain with stochastic demands and lead-times. Within this context, controllers are developed through single or multiple agents in a cooperative setting. Numerical experiments on real data demonstrate the benefits of reinforcement learning methods over traditional baselines.

Heterogeneous Treatment Effects Estimation: When Machine Learning meets multiple treatment regime

In many scientific and engineering domains, inferring the effect of treatment and exploring its heterogeneity is crucial for optimization and decision making. In addition to Machine Learning based models (e.g. Random Forests or Neural Networks), many meta-algorithms have been developed to estimate the Conditional Average Treatment Effect (CATE) function in the binary setting, with the main advantage of not restraining the estimation to a specific supervised learning method. However, this task becomes more challenging when the treatment is not binary. In this paper, we investigate the Rubin Causal Model under the multi-treatment regime and we focus on estimating heterogeneous treatment effects. We generalize \textit{Meta-learning} algorithms to estimate the CATE for each possible treatment value. Using synthetic and semi-synthetic simulation datasets, we assess the quality of each meta-learner in observational data, and we highlight in particular the performances of the X-learner.