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An application of discrete-event theory to truck dispatching


  • Stephane Blouin


  • Martin Guay


  • Karen Rudie



This article focuses on the dispatching problem of an oilsand excavation process subject to production objectives and specifications. Herein, we cast the truck dispatching task in a decision-making framework for determining solutions and helping a dispatcher to make decisions. In this paper, we apply the discrete-event formalism to investigate the dispatching of a large truck fleet. For this purpose, we examine the capabilities and limitations of two distinct theories: discrete-event system (DES) and vector discrete-event system (VDES). Despite their differences, both theories can be used to model the logical structure of the dispatching process. These theories also provide techniques for implementing specifications and representing solutions in a compact manner. The results of this paper demonstrate that current procedures and tools available for DES allow a broader range of techniques to be applied, thus increasing the likelihood of finding a suitable solution. Copyright Springer-Verlag 2007

Suggested Citation

  • Stephane Blouin & Martin Guay & Karen Rudie, 2007. "An application of discrete-event theory to truck dispatching," Central European Journal of Operations Research, Springer;Slovak Society for Operations Research;Hungarian Operational Research Society;Czech Society for Operations Research;Österr. Gesellschaft für Operations Research (ÖGOR);Slovenian Society Informatika - Section for Operational Research;Croatian Operational Research Society, vol. 15(4), pages 369-391, November.
  • Handle: RePEc:spr:cejnor:v:15:y:2007:i:4:p:369-391 DOI: 10.1007/s10100-007-0037-8

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    References listed on IDEAS

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    4. Baccarin, Stefano, 2009. "Optimal impulse control for a multidimensional cash management system with generalized cost functions," European Journal of Operational Research, Elsevier, vol. 196(1), pages 198-206, July.
    5. Hong Liu & Mark Loewenstein, 2002. "Optimal Portfolio Selection with Transaction Costs and Finite Horizons," Review of Financial Studies, Society for Financial Studies, vol. 15(3), pages 805-835.
    6. Marianne Akian & Agnès Sulem & Michael I. Taksar, 2001. "Dynamic Optimization of Long-Term Growth Rate for a Portfolio with Transaction Costs and Logarithmic Utility," Mathematical Finance, Wiley Blackwell, vol. 11(2), pages 153-188.
    7. Dumas, Bernard & Luciano, Elisa, 1991. " An Exact Solution to a Dynamic Portfolio Choice Problem under Transactions Costs," Journal of Finance, American Finance Association, vol. 46(2), pages 577-595, June.
    8. Abel Cadenillas, 2000. "Consumption-investment problems with transaction costs: Survey and open problems," Mathematical Methods of Operations Research, Springer;Gesellschaft für Operations Research (GOR);Nederlands Genootschap voor Besliskunde (NGB), vol. 51(1), pages 43-68, February.
    9. repec:spr:compst:v:51:y:2000:i:1:p:43-68 is not listed on IDEAS
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