Anton Kleywegt's Research Interests

Motivation

We started by studying the problem of optimally accepting loads for LTL transportation, and of dispatching vehicles. The problem involves loads with random sizes and rewards, arriving stochastically in time, and with a waiting cost for holding unserviced accepted loads, with and without deadlines for dispatching vehicles. This problem has many other applications, and is called the Dynamic and Stochastic Knapsack Problem.

Next we considered an extension of this problem, where vehicles as well as loads arrive stochastically in time. This is typical of the situation faced in a network of distribution terminals, where loads arrive from customers and vehicles arrive from other terminals, to be dispatched in time to other terminals in the network.

We are currently working on approximation methods to find good policies for managing freight distribution operations over large networks of end-of-line and breakbulk terminals.

Publications

1. Cooper, W.L., Homem de Mello, T., and Kleywegt, A.J., Learning and Pricing with Models that Do Not Explicitly Incorporate Competition, 2009.
2. Lee, S., Homem de Mello, T., and Kleywegt, A.J., Newsvendor-Type Models with Decision-Dependent Uncertainty, 2009.
3. Kleywegt, A.J., Lee, J.P., and Ward, A.R., Design of Multistar Many-to-Many Distribution Networks, 2006.
4. Cooper, W.L., Homem de Mello, T., and Kleywegt, A.J., Models of the Spiral Down Effect in Revenue Management, 2004.
5. Kleywegt, A.J., An Optimal Control Problem of Dynamic Pricing, 2001.
6. Verweij, B., Ahmed, S., Kleywegt, A.J., Nemhauser, G., and Shapiro, A., The Sample Average Approximation Method Applied to Stochastic Routing Problems: A Computational Study, Computational Optimization and Applications, 24, pp. 289-333, 2003.
7. Shapiro, A., and Kleywegt, A.J., Minimax Analysis of Stochastic Problems, Optimization Methods and Software, 17, pp. 523-542, 2002.
8. Schaefer, A.J., Johnson, E.L., Kleywegt, A.J., and Nemhauser, G.L., Airline Crew Scheduling under Uncertainty, 2001.
9. Rosenberger, J.M., Schaefer, A.J., Goldsman, D., Johnson, E.L., Kleywegt, A.J., and Nemhauser, G.L., A Stochastic Model of Airline Operations, Transportation Science, 36, pp. 357-377, 2002.
10. Kleywegt, A.J., Nori, V.S., and Savelsbergh, M.W.P., Dynamic Programming Approximations for a Stochastic Inventory Routing Problem, Transportation Science, 38, pp. 42-70, 2004.
11. Kleywegt, A.J., Nori, V.S., and Savelsbergh, M.W.P., The Stochastic Inventory Routing Problem with Direct Deliveries, Transportation Science, 36, pp. 94-118, 2002.
12. Kleywegt, A.J. and Shapiro, A., Stochastic Optimization, Handbook of Industrial Engineering, 3rd Edition, G. Salvendy (editor), John Wiley & Sons, New York, NY, pp. 2625-2649, 2001.
13. Kleywegt, A.J., Shapiro, A., and Homem-de-Mello, T., The Sample Average Approximation Method for Stochastic Discrete Optimization, SIAM Journal on Optimization, 12, pp. 479-502, 2001.
14. Rosenberger, J.M., Schaefer, A.J., Goldsman, D., Johnson, E.L., Kleywegt, A.J., and Nemhauser, G.L., SimAir: A Stochastic Model of Airline Operations, Proceedings of the 2000 Winter Simulation Conference, (ed. J. Joines, R.R. Barton, P. Fishwick, and K. Kang), Orlando, FL, pp. 1118-1122, December 10-13, 2000.
15. Hunsaker, B., Kleywegt, A.J., Savelsbergh, M.W.P., and Tovey, C.A., Optimal Online Algorithms for Minimax Resource Scheduling, 1999.
16. Kleywegt, A.J., Nori, V.S., Savelsbergh, M.W.P., and Tovey, C.A., Online Resource Minimization, Proceedings of the Tenth Annual ACM-SIAM Symposium on Discrete Algorithms (SODA '99), Baltimore, MD, pp. 576-585, January 17-19, 1999.
17. Kleywegt, A.J., Nori, V.S., and Savelsbergh, M.W.P., A Computational Approach for the Inventory Routing Problem, Proceedings of the Triennial Symposium on Transportation Analysis (TRISTAN III), San Juan, Puerto Rico, June 17-23, 1998.
18. Campbell, A., Clarke, L., Kleywegt, A.J., and Savelsbergh, M.W.P., The Inventory Routing Problem, Fleet Management and Logistics, Crainic, T.G. and Laporte, G. (editors), Kluwer Academic Publishers, Norwell, MA, pp. 95-113, 1998.
19. Kleywegt, A.J., Dynamic and Stochastic Models with Freight Distribution Applications, Ph.D. thesis, School of Industrial Engineering, Purdue University, 1996.
20. Kleywegt, A.J. and Papastavrou, J.D., Acceptance and Dispatching Policies for a Distribution Problem, Transportation Science, 32, pp. 127-141, 1998.
21. Kleywegt, A.J. and Papastavrou, J.D., The Dynamic and Stochastic Knapsack Problem with Random Sized Items, Operations Research, 49, pp. 26-41, 2001.
22. Kleywegt, A.J. and Papastavrou, J.D., The Dynamic and Stochastic Knapsack Problem, Operations Research, 46, pp. 17-35, 1998.
23. Papastavrou, J.D., Rajagopalan, S., and Kleywegt, A.J., The Dynamic and Stochastic Knapsack Problem with Deadlines, Management Science, 42, pp. 1706-1718, 1996.
24. Kleywegt, A.J. and Sinha, K.C., "Highway Infrastructure Management," Handbook of Civil Engineering, W.F. Chen (editor), CRC Press, Boca Raton, FL, pp. 2387-2420, 1995.
25. Kleywegt, A.J. and Sinha, K.C., "Tools for Bridge Management Data Analysis," Transportation Research Circular - Characteristics of Bridge Management Systems, Number 423, pp. 16-26, April 1994.