Title | ||
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An approximate dynamic programming approach for the vehicle routing problem with stochastic demands |
Abstract | ||
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This paper examines approximate dynamic programming algorithms for the single-vehicle routing problem with stochastic demands from a dynamic or reoptimization perspective. The methods extend the rollout algorithm by implementing different base sequences (i.e. a priori solutions), look-ahead policies, and pruning schemes. The paper also considers computing the cost-to-go with Monte Carlo simulation in addition to direct approaches. The best new method found is a two-step lookahead rollout started with a stochastic base sequence. The routing cost is about 4.8% less than the one-step rollout algorithm started with a deterministic sequence. Results also show that Monte Carlo cost-to-go estimation reduces computation time 65% in large instances with little or no loss in solution quality. Moreover, the paper compares results to the perfect information case from solving exact a posteriori solutions for sampled vehicle routing problems. The confidence interval for the overall mean difference is (3.56%, 4.11%). |
Year | DOI | Venue |
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2009 | 10.1016/j.ejor.2008.03.023 | European Journal of Operational Research |
Keywords | Field | DocType |
Transportation,Stochastic vehicle routing,Approximate dynamic programming | Dynamic programming,Mathematical optimization,Vehicle routing problem,Monte Carlo method,Computer science,A priori and a posteriori,Filter (signal processing),Algorithm,Cost estimate,Perfect information,Computation | Journal |
Volume | Issue | ISSN |
196 | 2 | 0377-2217 |
Citations | PageRank | References |
63 | 1.80 | 25 |
Authors | ||
2 |
Name | Order | Citations | PageRank |
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Clara Novoa | 1 | 71 | 5.34 |
Robert H. Storer | 2 | 289 | 39.52 |