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Transportation problems are essential in commercial logistics and have been widely studied in the litera- ture during the last decades. Many of them consist in designing routes for vehicles to move commodities between locations. This article approaches a pickup-and-delivery single-vehicle routing problem where there is susceptibility to uncertainty in customer requests. The probability distributions of the requests are assumed to be known, and the objective is to design an a priori route with minimum expected length. The problem has already been approached in the literature, but through a heuristic method. This article proposes the first exact approach to the problem. Two mathematical formulations are proposed: one is a compact model (i.e. defined by a polynomial number of variables and constraints); the other one contains an exponential number of inequalities and is solved within a branch-and-cut framework. Computational results show the upsides as well as the breakdowns of both formulations., Spanish Government (MINECO/FEDER), Government of Madrid, Depto. de Economía Financiera y Actuarial y Estadística, Fac. de Ciencias Económicas y Empresariales, TRUE, pub