Stochastic convex optimization problems with expectation constraints (SOECs) are encountered in statistics and machine learning, business, and engineering. In data-rich environments, the SOEC objective and constraints contain expectations defined with respect to large datasets. Therefore,...

Rollout algorithms are effective heuristics for the single vehicle routing problem with stochastic demands (VRPSD), a prototypical model of logistics under uncertainty. However, they can be computational intensive. To reduce their run time, we introduce a novel approach to approximate the...

The extant literature on the vehicle routing problem with stochastic demands indicates that restocking yields moderate percentage expected cost reductions relative to the a priori approach, but lacks theoretical support for this improvement. We conduct a worst-case analysis that corroborates the...