中文摘要：

Rollout算法是Bertsekas提出的求解马尔科夫决策过程（MDP）问题的一种仿真优化算法。文章研究Rollout算法求解多类商品库存控制问题，给出了基于性能势和神经元动态规划的Rollout优化算法。另外，为了降低运算时间，文章提出了两种Rollout并行求解算法，并讨论了这两种并行算法各自的适用场合。实验结果表明，Rollout算法能满足模型未知系统的优化要求，具有较好的并行性能。

英文摘要：

The rollout algorithm （RA） is a simulation and optimization method, proposed by Bertsekas, for solving Markov decision processes （MDPs）. An extension of the rollout algorithm was derived that was applied to multi-product inventory control. The rollout algorithm was given based on performance potentials and neuro-dynamic programming. In addition, since the rollout algorithm had a very strong inherent parallelism, two methods for parallelizing this algorithm were proposed to reduce the computation time, and their performance was analyzed. Some examples of multi-product inventory control were proposed by using the rollout algorithm. The numerical results show that the rollout algorithm can meet the requirement of the systems with unknown parameters, and has a good parallel performance. Key words： Rollout algorithms, inventory control, Markov decision process, performance potentials, parallel algorithms, neuro-dynarnic programming