Online Stochastic Combinatorial Optimization

Pascal Van Hentenryck, Russell Bent

236 pages, parution le 04/12/2006

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Résumé

Online decision making under uncertainty and time constraints represents one of the most challenging problems for robust intelligent agents. In an increasingly dynamic, interconnected, and real-time world, intelligent systems must adapt dynamically to uncertainties, update existing plans to accommodate new requests and events, and produce high-quality decisions under severe time constraints. Such online decision-making applications are becoming increasingly common: ambulance dispatching and emergency city-evacuation routing, for example, are inherently online decision-making problems; other applications include packet scheduling for Internet communications and reservation systems. This book presents a novel framework, online stochastic optimization, to address this challenge.

This framework assumes that the distribution of future requests, or an approximation thereof, is available for sampling, as is the case in many applications that make either historical data or predictive models available. It assumes additionally that the distribution of future requests is independent of current decisions, which is also the case in a variety of applications and holds significant computational advantages. The book presents several online stochastic algorithms implementing the framework, provides performance guarantees, and demonstrates a variety of applications. It discusses how to relax some of the assumptions in using historical sampling and machine learning and analyzes different underlying algorithmic problems. And finally, the book discusses the framework's possible limitations and suggests directions for future research.

L'auteur - Pascal Van Hentenryck

Pascal Van Hentenryck is Professor in the Department of Computer Science at Brown University. He is the author or editor of several MIT Press books.

L'auteur - Russell Bent

Russell Bent is a Ph.D. graduate of Brown University, where he worked on online optimization. He recently joined the technical staff of Los Alamos National Laboratories.

Sommaire

Online stochastic scheduling
Online stochastic reservations
Online stochastic routing
Learning and historical sampling
Sequential decision making

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Caractéristiques techniques

	PAPIER
Éditeur(s)	The MIT Press
Auteur(s)	Pascal Van Hentenryck, Russell Bent
Parution	04/12/2006
Nb. de pages	236
Format	21 x 24
Couverture	Relié
Poids	610g
Intérieur	Noir et Blanc
EAN13	9780262220804
ISBN13	978-0-262-22080-4