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A robust optimization model based on conditional expectation for vehicle routing problem with stochastic demands
Abstract
A new conditional expectation- semi-deviation robust model (CE-SDRM) was proposed. The probability distribution of the stochastic demands will change with the maximal supplying ability of the vehicle depot, so the minimization of the conditional expectation of the total transportation cost , other than the expectation of the total transportation cost, under the condition that the supplying ability of the depot is maximized, was adopted as the optimization objective. By so doing the large deviation of the expectation in the sense of mean square error of expectation value model(EVM) can be decreased. Finally, the effectiveness of theoretical results was further demonstrated by simulation analysis.
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