We utilize an offline reinforcement learning (RL) model for sequential targeted promotion in the presence of budget constraints in a real-world business environment. In our application, the mobile app aims to boost customer retention by sending cash bonuses to customers and control the costs of such cash bonuses during each time period. To achieve the multi-task goal, we propose the Budget Constrained Reinforcement Learning for Sequential Promotion (BCRLSP) framework to determine the value of cash bonuses to be sent to users. We first find out the target policy and the associated Q-values that maximizes the user retention rate using an RL model. A linear programming (LP) model is then added to satisfy the constraints of promotion costs. We solve the LP problem by maximizing the Q-values of actions learned from the RL model given the budget constraints. During deployment, we combine the offline RL model with the LP model to generate a robust policy under the budget constraints. Using both online and offline experiments, we demonstrate the efficacy of our approach by showing that BCRLSP achieves a higher long-term customer retention rate and a lower cost than various baselines. Taking advantage of the near real-time cost control method, the proposed framework can easily adapt to data with a noisy behavioral policy and/or meet flexible budget constraints.
翻译:在现实商业环境中,在预算拮据的情况下,我们使用脱线强化学习(RL)模式,在有预算限制的情况下,按顺序进行有目标的升级。在我们的应用中,移动应用程序的目的是通过向客户发放现金奖金,提高客户的保留率,并控制每段期间这种现金奖金的费用。为了实现多任务目标,我们提议采用“预算紧缩强化学习促进分阶段升级(BCRLSP)”框架,以确定发放给用户的现金奖金的价值。我们首先发现目标政策和相关Q值,利用RL模式最大限度地提高用户的保留率。然后增加线性方案拟订(LP)模式,以满足升级成本的限制。我们解决LP问题的方法是,在预算限制的情况下,最大限度地增加从RL模式中学到的行动的价值。在部署期间,我们将脱线强化学习促进分阶段提升(BCRLSP)模式与LP模式结合起来,以便在预算限制下形成强有力的政策。我们通过在线和离线性实验,展示我们做法的功效,表明BCRLSP达到较高的长期客户保留率,并轻松地调整预算限制,采用比各种标准更低的成本基准。