paper-with-me

홈 › Papers

A Multistage Stochastic Programming Approach to the Dynamic and Stochastic VRPTW - Extended version

2015-02-06 · Michael Saint-Guillain, Yves Deville, Christine Solnon

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.

📄 PDF Abstract BibTeX arXiv:1502.01972

Code (0)

등록된 구현이 없습니다.

Similar Papers 제목 키워드 기반

Numerical Methods for Convex Multistage Stochastic Optimization

2023-03-28 · Guanghui Lan, Alexander Shapiro

Optimization problems involving sequential decisions in a stochastic environment were studied in Stochastic Programming (SP), Stochastic Optimal Control (SOC) and Markov Decision Processes (MDP). In this paper we mainly …

Stochastic OptimizationVocal Bursts Type Prediction

Multistage Conditional Compositional Optimization

2026-04-15 · Buse Şen, Yifan Hu, Daniel Kuhn arxiv

We introduce Multistage Conditional Compositional Optimization (MCCO) as a new paradigm for decision-making under uncertainty that combines aspects of multistage stochastic programming and conditional stochastic optimiza…

Stochastic Optimization

The Parametric Cost Function Approximation: A new approach for multistage stochastic programming

2022-01-01 · Warren B Powell, Saeed Ghadimi

The most common approaches for solving multistage stochastic programming problems in the research literature have been to either use value functions ("dynamic programming") or scenario trees ("stochastic programming") to…

Transformer-based Stagewise Decomposition for Large-Scale Multistage Stochastic Optimization

2024-04-03 · Chanyeong Kim, JongWoong Park, Hyunglip Bae, Woo Chang Kim

Solving large-scale multistage stochastic programming (MSP) problems poses a significant challenge as commonly used stagewise decomposition algorithms, including stochastic dual dynamic programming (SDDP), face growing t…

Stochastic Optimization

The Static and Stochastic VRPTW with both random Customers and Reveal Times: algorithms and recourse strategies

2017-08-10 · Michael Saint-Guillain, Christine Solnon, Yves Deville

Unlike its deterministic counterpart, static and stochastic vehicle routing problems (SS-VRP) aim at modeling and solving real-life operational problems by considering uncertainty on data. We consider the SS-VRPTW-CR int…