An adaptive dynamic programming algorithm for dynamic fleet management, II: Multiperiod travel times

An adaptive dynamic programming algorithm for dynamic fleet management, II: Multiperiod travel times
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DOI:
10.1287/trsc.36.1.40.572
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发表时间:
2002-02-01
影响因子:
4.6
通讯作者:
Powell, WB
Powell, WB
中科院分区:
工程技术2区
文献类型:
--
作者:
Godfrey, GA;Powell, WB

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在一个配套文件(戈弗雷和鲍威尔2002年),我们介绍了一个自适应动态规划算法的随机动态资源分配问题,出现在物流和配送,车队管理,和其他分配问题的背景下。该方法依赖于估计可分离的非线性近似值函数,使用动态规划框架。该文件只考虑了完成一项行动的时间始终是一个单一时间段的情况。用这种技术进行的实验很快表明,当基本算法应用于多周期旅行时间问题时,结果非常差。在本文中,我们说明了为什么会出现这种行为,并提出了一个修改后的算法,解决这个问题。实验结果表明,改进算法适用于多周期旅行时间的问题,与原算法应用于单周期旅行时间的结果几乎一样好。
In a companion paper (Godfrey and Powell 2002) we introduced an adaptive dynamic programming algorithm for stochastic dynamic resource allocation problems, which arise in the context of logistics and distribution, fleet management, and other allocation problems. The method depends on estimating separable nonlinear approximations of value functions, using a dynamic programming framework. That paper considered only the case in which the time to complete an action was always a single time period. Experiments with this technique quickly showed that when the basic algorithm was applied to problems with multiperiod travel times, the results were very poor. In this paper, we illustrate why this behavior arose, and propose a modified algorithm that addresses the issue. Experimental work demonstrates that the modified algorithm works on problems with multiperiod travel times, with results that are almost as good as the original algorithm applied to single period travel times.