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A Multistage Stochastic Programming Approach to the Dynamic and Stochastic VRPTW

  • Michael Saint-GuillainEmail author
  • Yves Deville
  • Christine Solnon
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 9075)

Abstract

We consider a dynamic vehicle routing problem with time windows and stochastic customers (DS-VRPTW), such that customers may request for services as vehicles have already started their tours. To solve this problem, the goal is to provide a decision rule for choosing, at each time step, the next action to perform in light of known requests and probabilistic knowledge on requests likelihood. We introduce a new decision rule, called Global Stochastic Assessment (GSA) rule for the DS-VRPTW, and we compare it with existing decision rules, such as MSA. In particular, we show that GSA fully integrates nonanticipativity constraints so that it leads to better decisions in our stochastic context. We describe a new heuristic approach for efficiently approximating our GSA rule. We introduce a new waiting strategy. Experiments on dynamic and stochastic benchmarks, which include instances of different degrees of dynamism, show that not only our approach is competitive with state-of-the-art methods, but also enables to compute meaningful offline solutions to fully dynamic problems where absolutely no a priori customer request is provided.

Keywords

Stochastic Program Dynamic Vehicle Vehicle Route Relocation Strategy Waiting Strategy 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  • Michael Saint-Guillain
    • 1
    Email author
  • Yves Deville
    • 1
  • Christine Solnon
    • 2
  1. 1.ICTEAMUniversité catholique de LouvainLouvain-la-NeuveBelgium
  2. 2.Université de Lyon, CNRS, INSA-Lyon, LIRIS, UMR5205LyonFrance

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