Dual-Agent Deep Reinforcement Learning for Dynamic Pricing and Replenishment

We study the dynamic pricing and replenishment problems under inconsistent papers to INFORMS journals by means decision frequencies. Different from the traditional demand assumption, the of a style file template, which includes discreteness of demand and the parameter within the Poisson distribution as a function the journal title. However, use of a template of price introduce complexity into analyzing the problem property. We demonstrate does not certify that the paper the concavity of the single-period profit function with respect to product price and has been accepted for publication in the inventory within their respective domains. The demand model is enhanced by integrating named journal. INFORMS journal templates a decision tree-based machine learning approach, trained on comprehensive are for the exclusive purpose of market data. Employing a two-timescale stochastic approximation scheme, we address submitting to an INFORMS journal and the discrepancies in decision frequencies between pricing and replenishment, ensuring are not intended to be a true representation convergence to local optimum. We further refine our methodology by incorporating of the article's final published form.