stochastic demand

A Benders decomposition method for locating stations in a one-way electric car sharing system under demand uncertainty

  • Hatice Calik
  • Bernard Fortz
    • Categories Branch and Cut Algorithms, Robust Optimization, Transportation Tags , , , , ,

    We focus on a problem of locating recharging stations in one-way station based electric car sharing systems which operate under demand uncertainty. We model this problem as a mixed integer stochastic program and develop a Benders decomposition algorithm based on this formulation. We integrate a stabilization procedure to our algorithm and conduct a large-scale experimental … Read more

    Price of Anarchy for Non-atomic Congestion Games with Stochastic Demands

  • Bo Chen
  • Xuan Vinh Doan
  • Chenlan Wang
    • Categories Applications - OR and Management Sciences, Transportation Tags , , ,

    We generalize the notions of user equilibrium and system optimum to non-atomic congestion games with stochastic demands. We establish upper bounds on the price of anarchy for three different settings of link cost functions and demand distributions, namely, (a) affine cost functions and general distributions, (b) polynomial cost functions and general positive-valued distributions, and (c) … Read more

    Simulation Optimization for the Stochastic Economic Lot Scheduling Problem with Sequence-Dependent Setup Times

  • Nils Löhndorf
  • Stefan Minner
  • Manuel Riel
    • Categories Optimization of Simulated Systems, Scheduling, Stochastic Approaches Tags , , , , ,

    We consider the stochastic economic lot scheduling problem (SELSP) with lost sales and random demand, where switching between products is subject to sequence-dependent setup times. We propose a solution based on simulation optimization using an iterative two-step procedure which combines global policy search with local search heuristics for the traveling salesman sequencing subproblem. To optimize … Read more

    Simulation Optimization for the Stochastic Economic Lot Scheduling Problem

  • Nils Löhndorf
  • Stefan Minner
    • Categories Dynamic Programming, Optimization of Simulated Systems, Scheduling Tags , , , , ,

    We study simulation optimization methods for the stochastic economic lot scheduling problem. In contrast to prior research, we focus on methods that treat this problem as a black box. Based on a large-scale numerical study, we compare approximate dynamic programming with a global search for parameters of simple control policies. We propose two value function … Read more

    A Case Study of Joint Online Truck Scheduling and Inventory Management for Multiple Warehouses

  • Christoph Helmberg
  • Stefan Röhl
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Convex Optimization Tags , , , , , , ,

    For a real world problem — transporting pallets between warehouses in order to guarantee sufficient supply for known and additional stochastic demand — we propose a solution approach via convex relaxation of an integer programming formulation, suitable for online optimization. The essential new element linking routing and inventory management is a convex piecewise linear cost … Read more