A mathematical model for vehicle routing problem under endogenous uncertainty |
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Authors: | F. Hooshmand Khaligh |
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Affiliation: | Faculty of Mathematics and Computer Science, Amirkabir University of Technology, Tehran, Iran |
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Abstract: | In this study, a multistage stochastic programming (SP) model is presented for a variant of single-vehicle routing problem with stochastic demands from a dynamic viewpoint. It is assumed that the actual demand of a customer becomes known only when the customer is visited. This problem falls into the category of SP with endogenous uncertainty and hence, the scenario tree is decision-dependent. Therefore, nonanticipativity of decisions is ensured by conditional constraints making up a large portion of total constraints. Thus, a novel approach is proposed that considerably reduces the problem size without any effect on the solution space. Computational results on some test problems are reported. |
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Keywords: | multistage stochastic programming endogenous uncertainty vehicle routing problem dynamic strategy decision-dependent scenario tree nonanticipativity constraints |
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