The multi-path Traveling Salesman Problem with stochastic travel costs

Given a set of nodes, where each pair of nodes is connected by several paths and each path shows a stochastic travel cost with unknown probability distribution, the multi-path Traveling Salesman Problem with stochastic travel costs aims at finding an expected minimum Hamiltonian tour connecting all nodes. Under a mild assumption on the unknown probability distribution, a deterministic approximation of the stochastic problem is given. The comparison of such approximation with a Monte Carlo simulation shows both the accuracy and the efficiency of the deterministic approximation, with a mean percentage gap around 2% and a reduction of the computational times of two orders of magnitude.