The majority of stochastic vehicle routing models consider travel times to be independent. However, in reality, travel times are often stochastic and correlated, such as in urban areas. We examine a vehicle routing problem with a makespan objective incorporating both stochastic and correlated...

This paper analyses identification for multivariate unobserved components models in which the innovations to trend and cycle are correlated. We address order and rank criteria as well as potential non-uniqueness of the reduced-form VARMA model. Identification is shown for lag lengths larger than...