Sensitivity analysis of a dynamic fleet management model using approximate dynamic programming

成果类型:
Article
署名作者:
Topaloglu, Huseyin; Powell, Warren B.
署名单位:
Cornell University; Princeton University
刊物名称:
OPERATIONS RESEARCH
ISSN/ISSBN:
0030-364X
DOI:
10.1287/opre.1060.0347
发表日期:
2007
页码:
319-331
关键词:
摘要:
we present tractable algorithms to assess the sensitivity of a stochastic dynamic fleet management model to fleet size and load availability. In particular, we show how to compute the change in the objective function value in response to an additional vehicle or an additional load introduced into the system. The novel aspect of our approach is that it does not require multiple simulations with different values of the model parameters, and in this respect it differs from trial-and-error-based what-if analyses. Numerical experiments show that the proposed methods are accurate and computationally attractive.