Journal of Heuristics

, Volume 9, Issue 4, pp 321–352

Analysis of a Rollout Approach to Sequencing Problems with Stochastic Routing Applications

  • Nicola Secomandi

DOI: 10.1023/A:1025605803490

Cite this article as:
Secomandi, N. Journal of Heuristics (2003) 9: 321. doi:10.1023/A:1025605803490


The paper considers sequencing problems, the traveling salesman problem being their natural representative. It studies a rollout approach that employs a cyclic heuristic as its main base algorithm. The theoretical analysis establishes that it is guaranteed to improve (at least in a weak sense) the quality of any feasible solution to a given sequencing problem. Besides other applications, the paper shows that it is well suited for applications that are embedded in dynamic and stochastic environments. The computational performance of the approach is investigated with applications to two stochastic routing problems. The dynamic version of the heuristic appears to be the first algorithm available in the literature to approximately solve a variant of one of these problems.

rollout algorithms and policiesfilter and fan and sequential fan candidate list strategiesdynamic and stochastic sequencing problemsstochastic shortest path problemstraveling salesman problem with stochastic travel timesvehicle routing problem with stochastic demands

Copyright information

© Kluwer Academic Publishers 2003

Authors and Affiliations

  • Nicola Secomandi
    • 1
  1. 1.Graduate School of Industrial AdministrationCarnegie Mellon UniversityPittsburghUSA