  We study an optimal investment problem that arises in the context of the
vehicle-sharing system. Given a set of locations to build stations, we need to
determine i) the sequence of stations to be built and the number of vehicles to
acquire in order to obtain the target state where all stations are built, and
ii) the number of vehicles to acquire and their allocation in order to maximize
the total profit returned by operating the system when some or all stations are
open. The profitability associated with operating open stations, measured over
a specific time period, is represented as a linear optimization problem applied
to a collection of open stations. With operating capital, the owner of the
system can open new stations. This property introduces a set-dependent aspect
to the duration required for opening a new station, and the optimal investment
problem can be viewed as a variant of the Traveling Salesman Problem (TSP) with
set-dependent cost. We propose an A* search algorithm to address this
particular variant of the TSP. Computational experiments highlight the benefits
of the proposed algorithm in comparison to the widely recognized Dijkstra
algorithm and propose future research to explore new possibilities and
applications for both exact and approximate A* algorithms.
