A multi-period TSP with stochastic regular and urgent demands

Andreatta, G. and Lulli, G. (2008) A multi-period TSP with stochastic regular and urgent demands. European Journal of Operational Research, 185 (1). pp. 122-132. ISSN 0377-2217

Full text not available from this repository.

Abstract

In this paper, we study the multi-period TSP problem with stochastic urgent and regular demands. Urgent demands have to be satisfied immediately while regular demands can be satisfied either immediately or the day after. Demands appear stochastically at nodes. The objective is to minimize the average long-run delivery costs, knowing the probabilities governing the demands at nodes. The problem is cast as a Markov Process with Costs and, at least in principle, can be solved using an approach originally proposed by Howard [R.A. Howard, Dynamic Programming and Markov Processes, MIT, Cambridge, USA, 1960] for Markov Processes with Rewards. However, the number of states of the Markov Process grows exponentially with the number of nodes in the network which pose a limit on the dimension of the instances that are computationally tractable. We suggest a second Markov approach considering a system (Aggregate Model) whose number of states grows only polynomially with the number of nodes in the network. The important relations between the optimal solutions of the original and the aggregate models will be discussed. Finally, we also propose a hybrid procedure which combines both models. The viability of the proposed methodology is shown by applying the procedure to a numerical example.

Item Type: Journal Article
Journal or Publication Title: European Journal of Operational Research
Uncontrolled Keywords: /dk/atira/pure/subjectarea/asjc/3300/3313
Subjects:
Departments: Lancaster University Management School > Management Science
ID Code: 75952
Deposited By: ep_importer_pure
Deposited On: 21 Oct 2015 05:02
Refereed?: Yes
Published?: Published
Last Modified: 01 Jan 2020 09:25
URI: https://eprints.lancs.ac.uk/id/eprint/75952

Actions (login required)

View Item View Item