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A Rollout Policy for the Vehicle Routing Problem with Stochastic Demands

Nicola Secomandi

School of Civil and Environmental Engineering, Cornell University, Hollister Hall, Ithaca, New York 14853-3501

Operations Research 2001

The paper considers the single vehicle routing problem with stochastic demands. While most of the literature has studied the a priori solution approach, this work focuses on computing a reoptimization-type routing policy. This is obtained by sequentially improving a given a priori solution by means of a rollout algorithm. The resulting rollout policy appears to be the first computationally tractable algorithm for approximately solving the problem under the reoptimization approach. After describing the solution strategy and providing properties of the rollout policy, the policy behavior is analyzed by conducting a computational investigation. Depending on the quality of the initial solution, the rollout policy obtains 1% to 4% average improvements on the a priori approach with a reasonable computational effort.

DOI
10.1287/opre.49.5.796.10608
Volume
49 (5)
Pages
796-802
Language
en
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BibTeX
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