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Machine Learning Faculty Publications

Vehicle routing problem

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Reinforcement Learning Approach To Stochastic Vehicle Routing Problem With Correlated Demands, Zangir Iklassov, Ikboljon Sobirov, Ruben Solozabal, Martin Takac Aug 2023

Reinforcement Learning Approach To Stochastic Vehicle Routing Problem With Correlated Demands, Zangir Iklassov, Ikboljon Sobirov, Ruben Solozabal, Martin Takac

Machine Learning Faculty Publications

We present a novel end-to-end framework for solving the Vehicle Routing Problem with stochastic demands (VRPSD) using Reinforcement Learning (RL). Our formulation incorporates the correlation between stochastic demands through other observable stochastic variables, thereby offering an experimental demonstration of the theoretical premise that non-i.i.d. stochastic demands provide opportunities for improved routing solutions. Our approach bridges the gap in the application of RL to VRPSD and consists of a parameterized stochastic policy optimized using a policy gradient algorithm to generate a sequence of actions that form the solution. Our model outperforms previous state-of-the-art metaheuristics and demonstrates robustness to changes in the …