A Multistage Stochastic Programming Approach to the Dynamic and Stochastic VRPTW - Extended version.
Michael Saint-GuillainYves DevilleChristine SolnonPublished in: CoRR (2015)
Keyphrases
- stochastic programming
- multistage
- chance constrained
- asset liability management
- single stage
- production system
- dynamic programming
- capacity planning
- linear program
- lot sizing
- stochastic optimization
- multistage stochastic
- vehicle routing problem with time windows
- linear programming
- optimal policy
- capacity expansion
- traveling salesman problem
- benchmark problems
- multi item
- tabu search
- reinforcement learning