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A Multistage Stochastic Programming Approach to the Dynamic and Stochastic VRPTW

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Integration of AI and OR Techniques in Constraint Programming (CPAIOR 2015)

Part of the book series: Lecture Notes in Computer Science ((LNTCS,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.

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Author information

Authors and Affiliations

  1. ICTEAM, Université catholique de Louvain, Louvain-la-Neuve, Belgium

    Michael Saint-Guillain & Yves Deville

  2. Université de Lyon, CNRS, INSA-Lyon, LIRIS, UMR5205, 69621, Lyon, France

    Christine Solnon

Authors
  1. Michael Saint-Guillain
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  2. Yves Deville
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  3. Christine Solnon
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Corresponding author

Correspondence to Michael Saint-Guillain .

Editor information

Editors and Affiliations

  1. University of Connecticut, Storrs, Connecticut, USA

    Laurent Michel

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Saint-Guillain, M., Deville, Y., Solnon, C. (2015). A Multistage Stochastic Programming Approach to the Dynamic and Stochastic VRPTW. In: Michel, L. (eds) Integration of AI and OR Techniques in Constraint Programming. CPAIOR 2015. Lecture Notes in Computer Science(), vol 9075. Springer, Cham. https://doi.org/10.1007/978-3-319-18008-3_25

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  • DOI: https://doi.org/10.1007/978-3-319-18008-3_25

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  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-18007-6

  • Online ISBN: 978-3-319-18008-3

  • eBook Packages: Computer ScienceComputer Science (R0)

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