M. Gendreau et al., AN EXACT ALGORITHM FOR THE VEHICLE-ROUTING PROBLEM WITH STOCHASTIC DEMANDS AND CUSTOMERS, Transportation science, 29(2), 1995, pp. 143-155
In this article, the following stochastic vehicle routing problem is c
onsidered. Each customer has a known probability of presence and a ran
dom demand. This problem arises in several contexts, e.g., in the desi
gn of less-than-truckload collection, routes. Because of uncertainty,
it may not be possible to follow vehicle routes as planned. Using a st
ochastic programming framework, the problem is solved in two stages. I
n a first stage, planned collection routes are designed. In a second s
tage, when the set of present customers is known, these routes are fol
lowed as planned by skipping the absent customers. Whenever the vehicl
e capacity is attained or exceeded the vehicle returns to the depot an
d resumes its collections along the planned route. This generates a pe
nalty. The problem is to design a first stage solution in order to min
imize the expected total cost of the second state solution. This is fo
rmulated as a stochastic integer program, and solved for the first tim
e to optimality by means of an integer L-shaped method.