Optimal Sailing Routes with Uncertain Weather

We consider the problem of finding a route that minimises the expected sailing time between two points on the ocean under uncertain weather conditions. This has applications in long distance offshore yacht racing. The uncertainty in the weather is modelled by a branching scenario tree that captures the serial correlation inherent in the evolution of weather systems over time. The stochastic solution method extends a deterministic dynamic programming approach to include the weather scenario as a state variable, yielding a stochastic dynamic programming algorithm. Careful attention to implementation details yields an approach that optimises with uncertainty while maintaining acceptable solution times on a PC. This paper summarises the work presented in Allsopp (1998).