., 2015.
Original Russian Text V.V. Zakharov, A.N. Shchegryaev, 2012, published in Matematicheskaya Teoriya Igr i Priloszheniya, 2012, No. 2, pp. 3956.
AbstractThis paper explores transportation cost minimization in the vehicle routing problem under carriers cooperation on large-scale transport networks. The underlying model is a
dynamic cooperative game with transferable utility (TU) functions. We propose a heuristic
iterative algorithm for constructing the subadditive characteristic function of the corresponding static game. The algorithm is modied in order to construct the characteristic function
of the dynamic routing game. The Shapley value and the subcore concept serve to form the
optimal solutions. And nally, we describe a cost distribution procedure in the dynamic game,
which guarantees the strong time consistency of the subcore and the dynamic stability of the
cooperation agreement.
DOI: 10.1134/S0005117915050173
1. INTRODUCTION
Cooperative game theory allows studying the capabilities of coordinated actions in order to
reduce the transportation cost of dierent carriers. Cooperation in vehicle routing models still
represents a little-studied problem. Possible application of cooperative game theory in such problems was demonstrated, e.g., in [3, 5]. The most important object of research in cooperative game
theory is the characteristic function of a game, which estimates the guaranteed total cost of players
forming a coalition. A major role in mathematical modeling of practical cooperation belongs to
choosing a construction method for the above-mentioned function. Computational complexities in
evaluation of the characteristic function of a cooperative routing game arise due to its high dimension. This prevents from employing exact solution methods for a wide class of routing problems
under a relatively small number of customers [2, 4]. At the same time, generally heuristic methods do not guarantee the subadditivity of the resulting characteristic functions; yet, this property
appears crucial for reaching cooperative agreements on cost reduction. While considering dynamic
cooperation models, a reasonable approach lies in involving imputation distribution procedures
(IDPs) pioneered by Petrosjan, as well as stable cooperation principles formulated by Petrosjan
and Zenkevich in the publication [1].
This paper proposes the mathematical statement of the carrier cooperation problem and a new
approach to constructing the characteristic function of the dynamic cooperative vehicle routing
game. In addition, we introduce a certain algorithm for designing a cost distribution scheme
ensuring the strong dynamic stability of the subcore of this game, ergo one of the stable cooperation
conditions formulated in the cited paperthe time-consistency (dynamic stability) of cooperative
agreements.
2. GENERAL STATEMENT OF THE PROBLEM
By assumption, several shipping companies (carriers) operate on a transportation services market. Each carrier has a set of customers and its own resources (a depot and a vehicle eet). The
carriers consider dierent variants of forming coalitions to reduce their transportation cost. Each
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coalition satises the demand for transportation services of all its members using the shared resources. Therefore, within the framework of cooperation, customers can be redistributed among
the members of each coalition; obviously, such redistribution modies the routes of vehicles belonging to each carrier as against the routes planned without possible cooperation. In the cooperation
mode with online routing of shared vehicles, decision-makers face the issue of decient time for fast
assignment of routes that would minimize the total transportation cost of a coalition, as this is an
N P -hard problem.
An adaptation of the well-known metaheuristic algorithm developed by Ropke [6] may serve
as a solution algorithm for the vehicle routing problem (VRP) with several depots for each coalition. After denition of the optimal routes for each admissible coalition and evaluation of the total
transportation cost, it is possible to calculate the characteristic function of the cooperative routing
game. Players strive for forming coalitions only if the characteristic function enjoys subadditivity.
Note that, generally speaking, coalition cost minimization based on heuristic algorithms does not
guarantee this property. Thus and so, vehicle routing problems require addressing special metaheuristic algorithms of optimal (or almost optimal) route design, which ensure the subadditivity of
the characteristic function.
The main intricacy in the routing problem consists in constructing a set of routes for vehicles
servicing a group of spatially distributed customers with a given demand. According to the existing
practice, each route necessarily begins and ends in a depot. Following a route, a vehicle is not
allowed to enter the depot for additional cargo loading or unloading. In other words, a vehicle can
be used at most on one route. Each customer receives services exactly once. Furthermore, the total
customer demand on each route must not exceed the maximum capacity of a vehicle. The time
consumed by each vehicle for moving between customers and their servicing is not higher than a
given threshold. In the routing problem with time windows, each customer must be serviced within
a given time period. As a rule, optimization aims at minimizing the total length of all routes. But in
many cases the number of vehicles is not xed, and it appears important to minimize this number,
too. The underlying reason is that maintenance or rent cost for third-party vehicles appreciably
exceeds the resulting gains from shorter routes (in comparison with utilization of carriers own
vehicles only).
3. THE MATHEMATICAL MODEL OF THE STATIC COOPERATIVE ROUTING GAME
Let N be a set of carriers operating on a same transport network and considering possible
cooperation. Denote by S N an admissible coalition of the carriers (players in the TU-cooperative
static game). The cost of the coalition S is composed of two components, namely, the maintenance
cost of the vehicles and the transportation cost. Suppose that the latter cost depends linearly on
the total length of the routes serviced by the vehicles, whereas the maintenance cost of a vehicle by
the coalition S is xed and identical for all vehicles. Therefore, the cost function can be expressed
in the form
cost(S, pS ) = aS N T (S, pS ) + bS T T C(S, pS ),
where
pS PS means an admissible routing plan of the vehicles from the coalition S, PS designates
a nite set of admissible routing plans of the coalition S, which satisfy the customer demand for
cargo transportation for all members of this coalition;
aS species the maintenance cost of a vehicle of the coalition S;
N T (S, pS ) is the number of vehicles used by the coalition S in the chosen routing plan pS ;
bS indicates the cost of a conventional unit of route length for the coalition S;
T T C(S, pS ) gives the total length of all routes of the coalition S in the chosen routing plan pS .
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We will believe that each carrier has a single depot. In addition, cooperating carriers can
redistribute transportation cost among them via a certain payment procedure.
Consider construction of the characteristic function of the cooperative routing game, which
satises the subadditive property. Study the following cost minimization problem on the set of
admissible routes of the vehicles from the coalition S N :
min cost(S, pS ).
(3.1)
pS PS
Denote by copt (S) the exact minimum value in the problem (3.1). We emphasize that, under a large number of customers, solution of this problem calls for applying heuristic algorithms.
Consequently, the resulting value ch (S) is not smaller than the exact solution copt (S), i.e.,
copt (S) ch (S).
(3.2)
Take two nonintersecting coalitions S N and T N . For any pair of admissible routing
plans pS PS and pT PT , the routing plan representing the union of pS and pT is admissible in
the routing problem for the coalition S T , viz., (pS , pT ) PST . Hence, we naturally have the
inequality
copt (S T ) copt (S) + copt (T ).
By virtue of (3.2),
copt (S T ) ch (S) + ch (T ).
(3.3)
Consider an arbitrary coalition L S and evaluate ch (L), ch (S/L). It follows from inequalities (3.2) and (3.3) that
copt (S) ch (S/L) + ch (L).
(3.4)
(3.5)
Find the values of the characteristic function c(S) rst for all singleton coalitions, then for
all two-player coalitions and so on, gradually increasing the size of coalitions until evaluating the
characteristic function for the coalition N . According to formula (3.5), inequalities (3.2) and (3.4),
the constructed characteristic function possesses subadditivity:
c(S T ) c(S) + c(T ),
S N,
T N,
S T = .
(3.6)
The described design algorithm for the characteristic function of the TU-cooperative routing
game is called the direct coalition induction algorithm. Therefore, the following statement takes
place.
Theorem. The characteristic function c(S) of the TU-cooperative static routing game yielded by
the direct coalition induction algorithm enjoys the subadditive property (3.6).
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According to Table 1, the total minimum cost of all carriers without cooperation constitutes 90 776.70. On the other hand, in the case of cooperation, the total minimum cost reaches the
level of 47 878.11. And so, in the current example the players save approximately 47% of monetary
funds owing to their cooperation.
Cost distribution based on the Shapley value in the cooperative game leads to an appreciable
cost reduction in comparison with the minimum cost without cooperation, see Table 2.
Note that, for a carrier, cost reduction owing to cost distribution using the Shapley value varies
from 43 to 54%.
5. THE DYNAMIC MODEL OF THE COOPERATIVE ROUTING GAME
Consider a multi-period n-player game (0, p1 , p2 , . . . , pn ) with a specied duration, which describes the behavior of the players (carriers) in vehicle routing on a given transport network. The
cost function of the players and the set of admissible routing plans (strategies) are dened in Section 3. Imagine that the direct coalition induction algorithm (see formula (3.5)) has yielded the
values of the characteristic function c(S, 0) for the game (0, p1 , p2 , . . . , pn ).
Assume that the cooperative routing game possesses duration from 0 to T . Traveling times
between the nodes of the transport network are expressed in time units (minutes, hours, days,
weeks, etc.). Partition the whole duration of the game into equal time periods t0 , t1 , . . . , tm . Denote
by pN (k) the optimal routing plan of the coalition N , minimizing the total cost for the members
of the coalition N on a time segment composed of the time periods tk , tk+1 , . . . , tm . Next, let
pN (tk ) be the restriction (realization) of the optimal routing plan of the coalition N to the time
period tk , i.e., the routing plan of the coalition N on the whole duration of the game can be
rewritten as pN (0) = (pN (t0 ), . . . , pN (tm )). Suppose that the plan pN (0) is realized on the time
periods t0 , t1 , . . . , tk1 . For all coalitions S N , apply the direct coalition induction algorithm
to calculate the value of the characteristic function c(S, k, pN (t0 ), . . . , pN (tk1 )) in the current
cooperative routing game starting from the period tk (step k) after realization of the routing plan
pN (t0 ), . . . , pN (tk1 ) on the time periods t0 , t1 , . . . , tk1 . Interestingly, due to the heuristic character
of the algorithm, the total cost of all members of a large coalition on the residual time period can
be higher than the obtained value of the characteristic function c(N, k, pN (t0 ), . . . , pN (tk1 )). This
means that the chosen plan pN (0) fails to be optimal since step k.
In this case, the design scheme of the characteristic function of the dynamic game admits the
following implementation. Designate by k1 the rst step such that further continuation of the
initially chosen routing plan is no more optimal. Correct the routing plan pN (0) as follows:
pN (0) =
(5.1)
where pN (k1 ) gives the optimal routing plan in the current game starting from step k1 after realization of the routing plan pN (0) on the previous time periods, which is found by the direct coalition
induction algorithm.
Assume that k2 > k1 is the next step when continuation of the routing plan pN (0) fails to be
optimal in the current game with the characteristic function c(S, k2 , pN (t0 ), . . . , pN (tk2 1 )) starting
from step k2 .
Realize sequentially similar corrections of the routing plan (as dened by formula (5.1)) till
step m. Such sequential correction algorithm of the routing plan on the whole duration of the
game will be called the iterative coalition induction algorithm.
Let p
N (0) be the optimal routing plan obtained by the sequential correction of the initial optimal plan pN (0) according to the iterative coalition induction algorithm. Consider the cooperative
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game c(S, 0), where the value of the characteristic function for a large coalition equals
c(N, 0) =
m
n
i=1 k=0
k = 0, 1, . . . , m 1.
m
k=0
where cost(i, pi (tk )) indicate the cost of player i on the time period tk under the routing plan
pi (0) = (pi (t0 ), pi (t2 ), . . . , pi (tm )).
Consider the optimal routing plan p
N (0) provided that the players form the coalition N . Dene
the set of imputations in the cooperative game c(S, 0, p
N (0)) = c(S, 0) in the following way:
I(0, p
N (0)) =
= (1 , 2 , . . . , n ) : i c({i}, 0), i = 1, . . . , n,
n
i = c(N, 0) .
i=1
Select the subcore [7, 8] as the solution concept of the cooperative game.
Definition. The subcore of the cooperative game c(S) is the set
SC(c(S)) =
SC(c(S), c0 ),
c0 C0
where
0
=c
SC(c(S), c ) =
= (1 , 2 , . . . , n ) :
n
n
i=1
i = 1,
c0i
i 0,
C(N ) ,
i = 1, 2, . . . , n .
i=1
n
ci
i=1
ci c(S),
S N.
iS
The set C0 will be termed the base of the subcore, whereas any vector c0 = (c01 , c02 , . . . , c0n ) C0
will be called the base imputation distribution of cost in the cooperative game c(S).
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By virtue of the construction procedure, the subcore is nonempty i the cooperative game with
the characteristic cost function c(S) has the nonempty core. On the other hand, a necessary and
sucient condition for the nonemptiness of the subcore (ergo, of the core) lies in the inequality
iN
c0i c(N ).
(5.2)
Suppose that the subcore is nonempty in any subgame of the dynamic game evolving along
the chosen routing plan p
N (0). Readers can easily observe that, under game realization along the
optimal routing plan p
N (0), the value of the characteristic function of the maximal coalition in the
current games (denoted by c(N, k, p
N (0))) decreases monotonically, i.e.,
c(N, k 1, p
N (0)) c(N, k, p
N (0)),
k = 1, 2, . . . , m.
im = m
i ,
k = 0, 1, . . . , m 1,
i N.
(5.3)
i = ki ,
k = 0, 1, . . . , m,
which holds for any player i at any step of the game (the so-called individual cost balance condition
of player i N ).
By the subcore denition, the cost distribution vectors k = (k1 , k2 , . . . , kn ) in the current
games satisfy the following equality:
n
i=1
ki = c(N, k, p
N (0)),
k = 0, 1, . . . , m.
ik = c(N, k, p
N (0)) c(N, k + 1, p
N (0)),
k = 0, 1, . . . , m 1.
This condition will be termed the collective cost balance condition of a coalition in the multiperiod cooperative game.
Suppose that the numerical value ik denes the payment of player i to a collective cost coverage
center (CCC) on period tk . This center accumulates monetary funds for covering the cost of
all players during realization of the routing plan p
N (0) chosen by the coalition N . Then the
individual cost balance condition has the following economic interpretation: for any player, the
sum of its payments to the CCC during the whole game coincides with the cost incurred to the
player according to the chosen optimal distribution 0 = (01 , 02 , . . . , 0n ). And the collective cost
balance condition of a coalition guarantees the feasibility of cost coverage for all members from the
coalition N during the period of such cost.
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Note that for each period the subcore is nonempty due to the condition (5.2). To obtain a
certain imputation belonging to the subcore, at each period select the components of the vector
equal to 0.25. Then employ the imputation vectors to compute the values of the vectors k . The
results of the calculations are combined in Table 5.
The negative values of the payments implies that a carrier obtains a compensation from the
CCC in an appropriate period (instead of paying to it). Direct analysis of Table 5 shows that
the individual and collective cost balance conditions hold true in the multi-step cooperative game
constructed in this example.
7. CONCLUSION
The main outcome of the paper is the denition method of the characteristic function under
carriers cooperation, which ensures its subadditive property. To solve this problem, we have
proposed a new algorithm called the coalition induction algorithm. It proceeds from a combination
of dierent heuristic algorithms most suitable for high-dimensional problems.
The suggested algorithm of characteristic function evaluation has yielded the ecient routes of
cargo transportation. Therefore, we have found the direct cost of each collaborator, the total cost of
a coalition and cost distribution based on the Shapley value. All this information allows determining
the cooperative behavior of carriers in the game. By analyzing carriers cooperation in the dynamic
model via the coalition induction algorithm, we have introduced the scheme of the iterative coalition
induction algorithm. Its application guarantees the subadditivity of the characteristic function in
each subgame. Both algorithms have been implemented numerically.
The subcore optimality principle and the proposed cost distribution method allow designing
imputation distribution procedures that ensure the strong dynamic stability (time consistency) of
a cooperation agreement. Moreover, the deviation of individual players and any their coalitions
from the agreed routing plans is not economically sound at any stage of their realization, as far as
it does not reduce the cost of a coalition.
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