DDKSP: A Data-Driven Stochastic Programming Framework for Car-Sharing Relocation Problem

01/20/2020
by   Xiaoming Li, et al.
0

Car-sharing issue is a popular research field in sharing economy. In this paper, we investigate the car-sharing relocation problem (CSRP) under uncertain demands. Normally, the real customer demands follow complicating probability distribution which cannot be described by parametric approaches. In order to overcome the problem, an innovative framework called Data-Driven Kernel Stochastic Programming (DDKSP) that integrates a non-parametric approach - kernel density estimation (KDE) and a two-stage stochastic programming (SP) model is proposed. Specifically, the probability distributions are derived from historical data by KDE, which are used as the input uncertain parameters for SP. Additionally, the CSRP is formulated as a two-stage SP model. Meanwhile, a Monte Carlo method called sample average approximation (SAA) and Benders decomposition algorithm are introduced to solve the large-scale optimization model. Finally, the numerical experimental validations which are based on New York taxi trip data sets show that the proposed framework outperforms the pure parametric approaches including Gaussian, Laplace and Poisson distributions with 3.72

READ FULL TEXT
research
09/20/2019

A Two-Stage Stochastic Programming Model for Car-Sharing Problem using Kernel Density Estimation

Car-sharing problem is a popular research field in sharing economy. In t...
research
06/26/2020

A GRU-based Mixture Density Network for Data-Driven Dynamic Stochastic Programming

The conventional deep learning approaches for solving time-series proble...
research
04/23/2019

Data-driven Computing in Elasticity via Chebyshev Approximation

This paper proposes a data-driven approach for computing elasticity by m...
research
07/22/2022

Fiber Uncertainty Visualization for Bivariate Data With Parametric and Nonparametric Noise Models

Visualization and analysis of multivariate data and their uncertainty ar...
research
03/30/2020

A flexible method of estimating luminosity functions via Kernel Density Estimation

We propose a flexible method for estimating luminosity functions (LFs) b...
research
02/28/2020

Distributionally Robust Chance Constrained Programming with Generative Adversarial Networks (GANs)

This paper presents a novel deep learning based data-driven optimization...
research
06/13/2012

Church: a language for generative models

We introduce Church, a universal language for describing stochastic gene...

Please sign up or login with your details

Forgot password? Click here to reset