Sample Average Approximation for Stochastic Empty Container Repositioning
نویسندگان
چکیده
To incorporate uncertainties in empty container repositioning problem, we formulate a two-stage stochastic programming model with random demand, supply, ship weight capacity and ship space capacity. The Sample Average Approximation (SAA) method is applied to approximate the expected value function. Several non-independent and identically distributed sampling schemes are considered to enhance the performance of the SAA method. Numerical experiments show that near-optimal solutions could be provided by the SAA method with these sampling schemes. Keywords-empty container repositioning; simulation optimization; sample average approximation; supersaturated design
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